Continuous-Time Asset Pricing Theory

Name: Continuous-Time Asset Pricing Theory
Brand: Springer Nature
SKU: 9783030744090
Availability: InStock

Continuous-Time Asset Pricing Theory

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783030744090

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition features new results on state dependent preferences, a characterization of market efficiency and a more general presentation of multiple-factor models using only the assumptions of no arbitrage and no dominance. Taking an innovative approach based on martingales, the book presents advanced techniques of mathematical finance in a business and economics context, covering a range of relevant topics such as derivatives pricing and hedging, systematic risk, portfolio optimization, market efficiency, and equilibrium pricing models. For applications to high dimensional statistics and machine learning, new multi-factor models are given. This new edition integrates suicide trading strategies into the understanding of asset price bubbles, greatly enriching the overall presentation and further strengthening the books underlying theme of economic bubbles. Written by a leading expert in risk management, Continuous-Time Asset Pricing Theory is the first textbook on asset pricing theory with a martingale approach. Based on the authors extensive teaching and research experience on the topic, it is particularly well suited for graduate students in business and economics with a strong mathematical background.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $59.99 - $59.99

BEST PRICE

Single Product Purchase

$59.99

@ Link.springer.com BUY Now

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 Rate Seller This functionality is for registered users only. Go to Login/Register		$59.99	$59.99			$59.99		See Site	In stock	Visit Store