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Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

by Robert A. Jarrow
language: english
Publisher: Springer Nature Switzerland AG, January of 2019 ‧
44,60€
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Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions).

Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

by Robert A. Jarrow

Property Description
ISBN: 9783030085490
Publisher: Springer Nature Switzerland AG
Release Date: January of 2019
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 448
Format: Book
Collection: Springer Finance
Categories: Books in English > Science > Mathematics
EAN: 9783030085490

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