Contributions

  • Liu, Regina Y. - Contributor

Publication

2003 - Kluwer Academic Publishers, Boston, Massachusetts

Language

English

Word Count

68,750 words, Guess

Page Count

275 pages

Identifiers

Classifications

  • DDC332.63/2
  • LCCHG4636 .K355 2003

Description

"The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing: Discrete Time Approach is to provide a systematic exposition, with practical applications, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book will also appeal to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science."--Jacket.

Subjects

Other Editions

  • Asset pricing: discrete time approachKluwer Academic Publishers2003-01-01

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