Continuous-time asset pricing theory: a martingale-based approach
Auteur :
Jarrow, Robert A.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030085490
Date de publication :
30 janv. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions).