Asset pricing and portfolio choice theory
Auteur :
Back, Kerry E.
Éditeur :
Oxford University Press Inc
ISBN :
9780190241148
Date de publication :
2 mars 2017
Dimensions :
23,6 x 15,7 x 3,8 cm
Poids :
1179 g
Langue :
Anglais
Pays d'origine :
USA
This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.