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Financial asset pricing theory /

Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art'...

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Bibliographic Details
Main Author: Munk, Claus
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2013.
Edition:1st ed.
Subjects:
Capital assets pricing model > Textbooks.
Finance > Mathematical models > Textbooks.
Investments > Mathematical models > Textbooks.
BUSINESS & ECONOMICS > Finance.
Capital assets pricing model
Finance > Mathematical models
Investments > Mathematical models
Finances.
Preus.
Models matemàtics.
Finance and Accounting.
Electronic books.
Textbooks
Llibres electrònics.
Online Access:Connect to the full text of this electronic book
Description
Summary:Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.
Physical Description:1 online resource (vii, 585 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780191654145
0191654140
9780191751790
0191751790