Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Continuous-Time Asset Pricing Theory: A Martingale-Based ApproachISBN13:9783030744090ISBN10:3030744094Author:Jarrow, Robert A. (Author)Description:Asset Pricing Theory Yields Deep Insights Into Crucial Market Phenomena Such As Stock Market Bubbles Now In A Newly Revised And Updated Edition, This Textbook Guides The Reader Through This Theory And Its Applications To Markets The New Edition Features New Results On State Dependent Preferences, A Characterization Of Market Efficiency And A More General Presentation Of Multiple-Factor Models Using Only The Assumptions Of No Arbitrage And No Dominance Taking An Innovative Approach Based On Martingales, The Book Presents Advanced Techniques Of Mathematical Finance In A Business And Economics Context, Covering A Range Of Relevant Topics Such As Derivatives Pricing And Hedging, Systematic Risk, Portfolio Optimization, Market Efficiency, And Equilibrium Pricing Models For Applications To High Dimensional Statistics And Machine Learning, New Multi-Factor Models Are Given Throughout The Book, The Recurrent Theme Of Price Bubbles Informs The Presentation Written By A Leading Expert In Risk Management, Continuous-Time Asset Pricing Theory Is The First Textbook On Asset Pricing Theory With A Martingale Approach Based On The Author's Extensive Teaching And Research Experience On The Topic, It Is Particularly Well Suited For Graduate Students In Business And Economics With A Strong Mathematical Background Binding:Hardcover, HardcoverPublisher:SpringerPublication Date:2021-09-06Weight:0 lbsDimensions:Number of Pages:440Language:English
Price: 74.57 USD
Location: USA
End Time: 2023-12-22T06:19:46.000Z
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Book Title: Continuous-Time Asset Pricing Theory : a Martingale-Based Approach
Item Length: 9.3in
Item Width: 6.1in
Author: Robert A. Jarrow
Format: Hardcover
Language: English
Topic: Economics / Macroeconomics, Applied, Corporate Finance / General
Publisher: Springer International Publishing A&G
Publication Year: 2021
Genre: Business & Economics, Mathematics
Item Weight: 31.3 Oz
Number of Pages: Xxiii, 456 Pages
