Continuous-Time Asset Pricing Theory A Martingale-Based Approach

Continuous-Time Asset Pricing Theory A Martingale-Based Approach / by Robert A. Jarrow.

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,...

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Bibliographic Details
Main Author: Jarrow, Robert A. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:Springer Finance Textbooks
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Probabilities.
Mathematical optimization.
Finance—Mathematics.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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