Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series) Book

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.Read More

from£77.09 | RRP: £34.00
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  • Blackwell

    This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD...

  • Pickabook

    Richard Stapleton, Ser-Huang Poon

  • 0199271445
  • 9780199271443
  • Ser-Huang Poon, Richard Stapleton
  • 13 January 2005
  • OUP Oxford
  • Hardcover (Book)
  • 152
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