Asset Pricing in Discrete Time
a complete markets approach
$126.95
- Hardcover
152 pages
- Release Date
13 January 2005
Summary
Decoding Asset Prices: A Discrete-Time Journey
Relying on the existence of a pricing kernel in a complete market, this book explores asset, derivative, and bond pricing within a discrete-time, complete markets framework. Designed for advanced Masters and PhD finance students, it provides a deep dive into key concepts:
Single-Period Models: Covers asset pricing, derives a simple complete market pricing model, and utilizes Stein’s lemma to derive a ve…
Book Details
| ISBN-13: | 9780199271443 |
|---|---|
| ISBN-10: | 0199271445 |
| Series: | Oxford Finance Series |
| Author: | Ser-Huang Poon, Richard Stapleton |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Hardcover |
| Number of Pages: | 152 |
| Release Date: | 13 January 2005 |
| Weight: | 358g |
| Dimensions: | 223mm x 145mm x 15mm |
You Can Find This Book In
About The Author
Ser-Huang Poon
Dick Stapleton is a senior finance academic in Europe, having held senior posts at the Universities of Strathclyde, Lancaster, and Cambridge, and Manchester Business School. He is also a Professorial Fellow at the University of Melbourne, Australia. He has researched in many areas of finance including asset pricing and interest rate derivatives and has published extensively in finance and economic journals.
Ser-Huang Poon is known for her work in modelling and forecasting financial market volatility, and more recently the applications of extreme values theories in finance. She has published work on both areas in leading journals in finance and economics.
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.