- Hardcover: 288 pages
- Publisher: Springer (31 Oct 2002)
- Language English
- ISBN-10: 1402072430
- ISBN-13: 978-1402072437
- Product Dimensions: 24 x 16.1 x 2.1 cm
- Amazon Bestsellers Rank: 5,588,707 in Books (See Top 100 in Books)
- See Complete Table of Contents
Asset Pricing: -Discrete Time Approach-
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Product 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.
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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. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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