Financial asset pricing theory
Auteur :
Munk, Claus
Éditeur :
Oxford University Press
ISBN :
9780198716457
Date de publication :
12 févr. 2015
Dimensions :
15,6 x 23,4 x 3,1 cm
Poids :
900 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analysed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.