Continuous-Time Asset Pricing Theory: Martingale-Based Approach (Springer Finance)
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Bester Preis: € 70,61 (vom 06.03.2019)1
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Continuous-Time Asset Pricing Theory: Martingale-Based Approach (Paperback) (2019)
DE PB NWISBN: 9783030085490 bzw. 303008549X, in Deutsch, Springer, United States, Taschenbuch, neu.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English. Brand new Book. 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.
Language: English. Brand new Book. 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.
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Symbolbild
Continuous-Time Asset Pricing Theory: Martingale-Based Approach (2019)
DE NW RPISBN: 9783030085490 bzw. 303008549X, in Deutsch, Springer, neu, Nachdruck.
Von Händler/Antiquariat, Paperbackshop-US [8408184], Wood Dale, IL, U.S.A.
New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
3
Symbolbild
Continuous-Time Asset Pricing Theory (2019)
DE NW RPISBN: 9783030085490 bzw. 303008549X, in Deutsch, Springer, neu, Nachdruck.
Von Händler/Antiquariat, Books2Anywhere [190245], Fairford, GLOS, United Kingdom.
New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Continuous-Time Asset Pricing Theory: Martingale-Based Approach
DE PB NWISBN: 9783030085490 bzw. 303008549X, in Deutsch, Springer Nature Customer Service Center Gmbh, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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Continuous-Time Asset Pricing Theory: Martingale-Based Approach (Springer Finance) (2019)
EN PB NWISBN: 9783030085490 bzw. 303008549X, in Englisch, 472 Seiten, Springer, Taschenbuch, neu.
Lieferung aus: Deutschland, Noch nicht erschienen. Versandkostenfrei.
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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