Powiedz znajomym o tym przedmiocie:
Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series
Poon, Ser-Huang (Universith of Manchester)
Cena
zł 595,90
Zamówione z odległego magazynu
Przewidywana dostawa 27 mar - 7 kwi
Nasi klienci mówią:
Dodaj do swojej listy życzeń iMusic
Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series
Poon, Ser-Huang (Universith of Manchester)
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.
160 pages, Illustrations
| Media | Książki Hardcover Book (Książka z twardym grzbietem i okładką) |
| Wydane | 7 kwietnia 2005 |
| ISBN13 | 9780199271443 |
| Wydawcy | Oxford University Press |
| Strony | 152 |
| Wymiary | 149 × 222 × 15 mm · 308 g |