Advanced asset pricing theory
Auteur :
Ma, Chenghu
Éditeur :
Imperial College Press
ISBN :
9781848166325
Date de publication :
3 janv. 2011
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.