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Asset Pricing in Discrete Time

- A Complete Markets Approach

Om Asset Pricing in Discrete Time

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.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780199271443
  • Format:
  • Inbunden
  • Sidor:
  • 152
  • Utgiven:
  • 13 Januari 2005
  • Mått:
  • 149x222x15 mm.
  • Vikt:
  • 328 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 24 Oktober 2024

Beskrivning av Asset Pricing in Discrete Time

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.

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