Asset Pricing In Discrete Time: A Complete Markets Approach (книга)
Asset Pricing In Discrete Time: A Complete Markets Approach | |
Автор: | Ser-Huang Poon |
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Оригинал издан: | 2005 |
«Asset Pricing In Discrete Time: A Complete Markets Approach» — книга 2005 года.
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Содержание 
От издателя 
«Book DescriptionThis book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters…»