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Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (Springer Finance) Ed 2 free ebook download

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Finances and Money

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Catalogue

Author(s):	Robert A. Jarrow

Date:	2021	Format:	7z	Language:	English	ISBN/ASIN:	3030744094
Pages:	479	OCR:		Quality:		ISBN13:
Uploader:	maveriks	Upload Date:	8/4/2021 2:49:09 PM

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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. This new edition integrates suicide trading strategies into the understanding of asset price bubbles, greatly enriching the overall presentation and further strengthening the books underlying theme of economic bubbles.
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 authors 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.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3021297	Book	https://nitro.download/view/A0220721212D...		0.00	maveriks

Tags: Approach Asset Continuous-Time Finance Martingale-Based Pricing Springer Theory

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Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (Springer Finance) Ed 2 free ebook download

Category: Finances and Money

Description: Click to see full description

Category:
Finances and Money