Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series - Poon, Ser-Huang (Universith of Manchester) - Books - Oxford University Press - 9780199271443 - April 7, 2005
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Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series

Poon, Ser-Huang (Universith of Manchester)

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Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.

160 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 7, 2005
ISBN13 9780199271443
Publishers Oxford University Press
Pages 152
Dimensions 149 × 222 × 15 mm   ·   308 g

See all of Poon, Ser-Huang (Universith of Manchester) ( e.g. Hardcover Book )