Continuous-Time Asset Pricing Theory A Martingale-Based Approach /

• Κύριος συγγραφέας: Jarrow, Robert A. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Finance Textbooks
• Θέματα: Economics, Mathematical .; Probabilities.; Mathematical optimization.; Finance-Mathematics.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Optimization.; Financial Mathematics.

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). Since the 1970s asset pricing theory has been studied, refined, and extended,...

Πίνακας περιεχομένων:

• Preface
• Contents
• Part I Arbitrage Pricing Theory
• Part II Portfolio Optimization. - Part III Equilibrium. - Part IV Trading Constraints. - References
• Index.