Name: Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (en Inglés)
Price: 302.06 PEN
Availability: InStock
Author: Jarrow, Robert A.
ISBN: 9783030085490

portada Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (en Inglés)

Formato

Libro Físico

Autor

Robert A. Jarrow

Editorial

Springer

Idioma

Inglés

N° páginas

448

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 2.4 cm

Peso

0.66 kg.

ISBN13

9783030085490

Categorías

Probabilidad y estadística
Optimización
Matemáticas aplicadas

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (en Inglés)

Robert A. Jarrow (Autor) · Springer · Tapa Blanda

Libro Nuevo

S/ 302,06

S/ 604,12

Ahorras: S/ 302,06

50% descuento

Envío normal

Origen: Reino Unido (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Miércoles 10 de Julio y el Martes 23 de Julio.

Lo recibirás en cualquier lugar de Perú entre 2 y 5 días hábiles luego del envío.

Reseña del libro "Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (en Inglés)"

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD-level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students. These topics are derivatives pricing and hedging (the Black-Scholes-Merton, the Heath-Jarrow-Morton, and the reduced-form credit risk models), multiple-factor models, characterizing systematic risk, portfolio optimization, market efficiency, and equilibrium (capital asset and consumption) pricing models. This book fills this gap, presenting the relevant topics from mathematical finance, but aimed at Economics and Business School students with strong mathematical backgrounds.