Utvidet returrett til 31. januar 2025

Asset Pricing in Discrete Time

- A Complete Markets Approach

Om Asset Pricing in Discrete Time

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780199271443
  • Bindende:
  • Hardback
  • Sider:
  • 152
  • Utgitt:
  • 13. januar 2005
  • Dimensjoner:
  • 149x222x15 mm.
  • Vekt:
  • 328 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 7. desember 2024

Beskrivelse av Asset Pricing in Discrete Time

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.

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