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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics) - Hardcover
Synopsis
This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.
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Review
"Contains extensive and very valuable references to both the mathematical and the financial economics literature. It will be (in fact, it already is) the main reference in the area of dynamic, competitive securities markets models with systematic information." --Mathematical Reviews
"This is a high-level introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive setting. The intent is to provide a unified general equilibrium framework for such recent advances in finance as:
the Sharpe-Litner Capital Asset Pricing Model and its discrete and continuous time analogues due to Lucas, Merton, and Breden the Black-Scholes Option Pricing Formula and its extensions into Martingale theory by Harrison and Kreps the continuous-time portfolio control models of Merton the term structure --theory of Cox, Ingersoll, and Ross.
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Seller Inventory # OTV.012223345X.G
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Security Markets: Stochastic Models
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Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N01
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Security Markets: Stochastic Models
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Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N01
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Security Markets: Stochastic Models
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
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Hardcover. Condition: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI3N01
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Security Markets: Stochastic Models
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Hardcover. Condition: Fair. No Jacket. Former library book; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI5N10
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Security Markets: Stochastic Models
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G012223345XI4N01
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: MyLibraryMarket, Waynesville, OH, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. ***Please Read*** marks on text - My shelf location 58-E-42*. Seller Inventory # 250308030
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Security Markets: Stochastic Models
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:012223345X. Seller Inventory # 9727587
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Security Markets : Stochastic Models
Published by
Emerald Publishing Limited, 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 17330548-6
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Security markets : stochastic models. (Economic theory, econometrics, and mathematical economics). Ex-Library.
Published by
Academic Press, Boston,&c., 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
Hardcover
Seller: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Japan
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Dust Jacket Condition: No dust jacket. xx, 358 p. Seller Inventory # GU2432