Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Continuous-Time Asset Pricing Theory

Continuous-Time Asset Pricing Theory

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783030085490
Condition
New
Product Description

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 PhDlevel 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 BlackScholesMerton, the HeathJarrowMorton, 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.

Available Colors
Available Sizes
1 Offer Price Range: $54.99 - $54.99
BEST PRICE

Single Product Purchase

$49.50
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$54.99 $54.99

10% OFF
This deals requires coupon Get Code Here
$49.50
See Site In stock Visit Store

Similar Products

Current Developments in Anthropological Genetics

$109.99

Civil Antisemitism, Modernism, and British Culture, 19021939

$39.99

Tourism and Sustainable Economic Development

$109.99

Shape Theory and Geometric Topology

$54.99

Parallel Computing

$109.99

Die Logiken der Friedensstiftung verstehen

$69.99

Atlas of Clinical Haematology

$74.99

In Good Conscience

$29.99

Econophysics of Agent-Based Models

$169.99

Competence in High Performance Computing 2010

$84.99

The Emergence of the Theory of the Firm

$19.99

Telekooperation

$59.99

Die Bankgehilfenprfung in Frage und Antwort

$59.99

Von Fall zu Fall

$34.99

Smart Cities

$54.99

The Role of Intuitions in Philosophical Methodology

$109.99

Womens Writing, Englishness and National and Cultural Identity

$39.99

Orbitals in Chemistry

$259.00

Atlas of Pigmentary Disorders

$169.00

Discourses, Agency and Identity in Malaysia

$129.00

Advances in Automation and Robotics, Vol.2

$169.00

Shocks and Political Change

$139.99

Combinatorial Image Analysis

$84.99

The Sky is Falling

$4.46

Principles of Human Nutrition

$109.99

Cognitive Computing ICCC 2023

$54.99

Beyond Romantic Ecocriticism

$39.99

Parallel Computing for Real-time Signal Processing and Control

$54.99

Moralische Individualitt

$64.99

Neuere Verfahren der nichtparametrischen Statistik

$69.99

How to Build a Life in the Humanities

$19.99

Advanced Hybrid Information Processing

$79.99

Erwerbsttigkeit und Familie in Steuer- und Sozialversicherungssystemen

$59.99

African Biodiversity

$219.99

Communicative Behaviour of a Language Learner

$99.99

Intelligent Tutoring Systems

$54.99

Excursions in Ill-Condensed Quantum Matter

$109.99

Advances in Hybrid Conducting Polymer Technology

$149.00

Regulation of Nutrient Uptake by Plants

$84.99

Computer Vision Systems

$54.99