Asset pricing in discrete time: a complete markets approach
Auteur :
Poon, Ser-Huang / Stapleton, Richard
Éditeur :
Oxford University Press
ISBN :
9780199271443
Date de publication :
13 janv. 2005
Dimensions :
22,3 x 14,5 x 1,5 cm
Poids :
358 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.