Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

Autor*innen

• Robert A. Jarrow

Parameter

• 484 Seiten
• 17 Lesestunden

• Business & Management
• Mathematik

Mehr zum Buch

Focusing on asset pricing theory, this revised textbook delves into significant market phenomena, including stock market bubbles. It presents new insights on state-dependent preferences and market efficiency, while offering a comprehensive overview of multiple-factor models based on the principles of no arbitrage and no dominance. The updated edition enhances understanding of these concepts, making it a valuable resource for those interested in the intricacies of financial markets.

• Sprache: Englisch
• Erscheinungsdatum: 2021
• Einband: Hardcover