Priciples of Financial Asset Pricing : A Discrete Time Maringale Approach
Priciples of Financial Asset Pricing : A Discrete Time Maringale Approach
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Author(s): Kariya, Takeaki
ISBN No.: 9783540653141
Pages: 250
Year: 200003
Format: Trade Cloth (Hard Cover)
Price: $ 82.73
Status: Out Of Print

This self-contained book on the theory of financial asset pricing and its applications is accessible to readers with a broad science/mathematics background. It provides a comprehensive and rigorous treatment of the no-arbitrage theory based on a discrete time martingale approach. This martingale approach avoids some of the difficult elements of stochastic analysis.


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