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Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Continuous-Time Asset Pricing Theory Robert A Jarrow
Libristo kod: 21390209
Nakladnici Springer Nature Switzerland AG, siječanj 2019
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
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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).

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Informacije o knjizi

Puni naziv Continuous-Time Asset Pricing Theory
Autor Robert A Jarrow
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2019
Broj stranica 448
EAN 9783030085490
ISBN 303008549X
Libristo kod 21390209
Nakladnici Springer Nature Switzerland AG
Težina 718
Dimenzije 155 x 235 x 26

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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