Asset pricing in discrete time : a complete markets approach

Asset pricing in discrete time : a complete markets approach / Ser-Huang Poon and Richard C. Stapleton.

A graduate text focusing on pricing methods for financial assets, this book provides an excellent link between the key concepts of asset pricing and derivative pricing, using some simple economic and statistical concepts.

Saved in:
Bibliographic Details
Main Author: Poon, Ser-Huang
Corporate Author: Oxford University Press
Other Authors: Stapleton, Richard C.
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2005.
Series:Oxford finance.
Subjects:
Capital assets pricing model.
BUSINESS & ECONOMICS > Investments & Securities > General.
Capital assets pricing model
Prijsvorming.
Effectenhandel.
Econometrische modellen.
Online Access:Click for online access
Table of Contents:
  • Preface; Contents; 1 Asset Prices in a Single-period Model; 2 Risk Aversion, Background Risk, and the Pricing Kernel; 3 Option Pricing in a Single-period Model; 4 Valuation of Contingent Claims: Extensions; 5 Multi-period Asset Pricing; 6 Forward and Futures Prices of Contingent Claims; 7 Bond Pricing, Interest-rate Processes, and the LIBOR Market Model; Appendix: Stein's Lemma; Bibliography; Index.

Similar Items