Asset pricing
discrete time approach
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Author
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
- Open LibraryOL19288705M
- ISBN-101402072430
- OCLC Control Number50590816
- Library of Congress Control Number2002034051
- Goodreads4685383
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
Topics
Other Editions
- Asset pricing: discrete time approach
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