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Asset Pricing: Discrete Time Approach (Hardcover)

by T. Kariya (Author), Regina Liu (Author) "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..." (more)

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Product details

Hardcover: 288 pages
Publisher: Springer (1 Oct 2002)
Language English
ISBN-10: 1402072430
ISBN-13: 978-1402072437
Product Dimensions: 24 x 16.1 x 2.1 cm
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Amazon.co.uk Sales Rank: 3,517,787 in Books (See Bestsellers in Books)

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Product Description

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

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