Share
Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series)
Ser-Huang Poon; Richard C. Stapleton (Author)
·
Oxford University Press
· Hardcover
Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series) - Ser-Huang Poon; Richard C. Stapleton
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Monday, May 27 and
Wednesday, June 12.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series)"
This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes and in cases where risk neutral valuation relationship does not exist, multi-period asset pricing under rational expectations, forward and futures contracts on assets and derivatives, and bond pricing under stochastic interest rates. All the proofs, including a discrete time proof of the Libor market model, are shown explicitly.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.
