Asset pricing in discrete time : a complete markets approach /

A graduate text focusing on pricing methods for financial assets, this book provides an excellent link between the key concepts of asset pricing and derivative pricing, using some simple economic and statistical concepts.

Bibliographic Details
Main Author: Poon, Ser-Huang
Corporate Author: Oxford University Press
Other Authors: Stapleton, Richard C.
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2005.
Series:Oxford finance.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:A graduate text focusing on pricing methods for financial assets, this book provides an excellent link between the key concepts of asset pricing and derivative pricing, using some simple economic and statistical concepts.
Physical Description:1 online resource (xii, 140 pages) : illustrations
Bibliography:Includes bibliographical references (pages 135-137) and index.
ISBN:0199271445
9780199271443
9780191533891
0191533890