Financial asset pricing theory
Auteur :
Munk, Claus
Éditeur :
Oxford University Press
ISBN :
9780199585496
Date de publication :
18 avr. 2013
Dimensions :
24,0 x 16,3 x 3,8 cm
Poids :
1054 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 analyzed 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.