Capa do artigo Asset Pricing In Discrete Time

Asset Pricing In Discrete Time

A Complete Markets Approach

by Richard (University Of Manchester) Stapleton e Ser-Huang (Universith Of Manchester) Poon
language: english
Publisher: Oxford University Press, January of 2005 ‧
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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.

Asset Pricing In Discrete Time

A Complete Markets Approach

by Richard (University Of Manchester) Stapleton e Ser-Huang (Universith Of Manchester) Poon

Property Description
ISBN: 9780199271443
Publisher: Oxford University Press
Release Date: January of 2005
Language: English
Cover: Hardcover
Pages: 152
Format: Book
Collection: Oxford Finance Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780199271443

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