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:	Capital assets pricing model. Modèle d'évaluation des actifs financiers. BUSINESS & ECONOMICS > Investments & Securities > General. Capital assets pricing model Prijsvorming. Effectenhandel. Econometrische modellen. Electronic books.
Online Access:	Connect to the full text of this electronic book

by Poon, Ser-Huang
Published 2005

Table of contents

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