Ser-Huang Poon, Richard C. Stapleton, "Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance)"
Oxford University Press | 2005 | ISBN: 0199271445 | 152 pages | PDF | 1,6 MB
This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes and in cases where risk neutral valuation relationship does not exist, multi-period asset pricing under rational expectations, forward and futures contracts on assets and derivatives, and bond pricing under stochastic interest rates. All the proofs, including a discrete time proof of the Libor market model, are shown explicitly.
Not all books on AvaxHome appear on the homepage.
In order not to miss many of them follow
NO MIRRORS according to the rules
|a b c d e f g h i j k l m n o p q r s t u v w x y z 0 1 2 3 4 5 6 7 8 9 |
а б в г д е ж з и й к л м н о п р с т у ф х ц ч ш щ ъ ы ь э ю я
Посетители, находящиеся в группе Гости, не могут оставлять комментарии в данной новости.