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Continuous-time asset pricing theory : a Martingale-based approach

Author: Robert A Jarrow
Publisher: Cham : Springer, 2018.
Series: Springer finance
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Printed edition:
(OCoLC)1048421884
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Robert A Jarrow
ISBN: 9783319778211 3319778218 9783319778228 3319778226 9783030085490 303008549X
OCLC Number: 1040614339
Description: 1 online resource (xxiii, 448 pages)
Contents: Preface --
Contents --
Part I Arbitrage Pricing Theory --
Part II Portfolio Optimization. --
Part III Equilibrium. --
Part IV Trading Constraints. --
References --
Index.
Series Title: Springer finance
Responsibility: Robert A. Jarrow.

Abstract:

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  Read more...

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"This book is a splendid compilation of the main research recently done in the fields of arbitrage pricing, portfolio theory and market efficiency. ... This book is a reference for those researchers Read more...

 
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