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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
Poon, Ser-Huang (Universith of Manchester)
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 | January 13, 2005 |
| ISBN13 | 9780199271443 |
| Publishers | Oxford University Press |
| Pages | 152 |
| Dimensions | 149 × 222 × 15 mm · 328 g |
| Language | English |
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