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

• Main Author: Jarrow, Robert A. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Finance Textbooks
• Subjects: 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,...

Table of Contents:

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