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Asset pricing in discrete time : a complete markets approach

Author: Ser-Huang Poon; Richard C Stapleton; Oxford University Press.
Publisher: Oxford ; New York : Oxford University Press, 2005.
Series: Oxford finance.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
A graduate text focusing on pricing methods for financial assets, this book provides an excellent link between the key concepts of asset pricing and derivative pricing, using some simple economic and statistical concepts.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Poon, Ser-Huang.
Asset pricing in discrete time.
Oxford ; New York : Oxford University Press, 2005
(DLC) 2005297655
(OCoLC)56463374
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Ser-Huang Poon; Richard C Stapleton; Oxford University Press.
ISBN: 0199271445 9780199271443 9780191533891 0191533890
OCLC Number: 63294868
Description: 1 online resource (xii, 140 pages) : illustrations.
Contents: Preface; Contents; 1 Asset Prices in a Single-period Model; 2 Risk Aversion, Background Risk, and the Pricing Kernel; 3 Option Pricing in a Single-period Model; 4 Valuation of Contingent Claims: Extensions; 5 Multi-period Asset Pricing; 6 Forward and Futures Prices of Contingent Claims; 7 Bond Pricing, Interest-rate Processes, and the LIBOR Market Model; Appendix: Stein's Lemma; Bibliography; Index.
Series Title: Oxford finance.
Responsibility: Ser-Huang Poon and Richard C. Stapleton.
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Abstract:

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM,  Read more...

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