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Continuous-Time Asset Pricing Theory


310.88  Lei 365.74  Lei

sau 31088 de puncte. Detalii.

Livrare in 15 zile lucratoare

Cod: BRT9783319778204

An aparitie: 2018

Autor: Jarrow

Categoria: Maths

Editie: cartonata

Editura: Springer

Format: 242 x 186 x 31 mm

Limba: English

Nr. pagini: 448

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Transport Gratuit peste 65 de lei
Puncte de fidelitate
30 de Zile Drept de Retur

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, and many different approaches can be used to present this material. Existing PhD-level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students. These topics are derivatives pricing and hedging (the Black-Scholes-Merton, the Heath-Jarrow-Morton, and the reduced-form credit risk models), multiple-factor models, characterizing systematic risk, portfolio optimization, market efficiency, and equilibrium (capital asset and consumption) pricing models. This book fills this gap, presenting the relevant topics from mathematical finance, but aimed at Economics and Business School students with strong mathematical backgrounds.

Cartea Continuous-Time Asset Pricing Theory face parte din categoria Maths a librariei online si este scrisa de Jarrow.
Livrarea se face din stocul furnizorului nostru din UK in aproximativ 15 zile lucratoare. Transportul este gratuit prin curier rapid, oriunde in Romania, pentru orice comanda de minimum 65 de lei. Pentru orice solicitare sau informatie suplimentara apelati call center-ul Libris de luni pana vineri intre orele 8-20.

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