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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.
"About this title" may belong to another edition of this title.
- PublisherAcademic Press Inc
- Publication date1988
- ISBN 10 012223345X
- ISBN 13 9780122233456
- BindingHardcover
- LanguageEnglish
- Number of pages250
- EditorDuffie Darrell
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
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Emerald Publishing Limited (edition Illustrated), 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
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Security Markets: Stochastic Models
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Security Markets: Stochastic Models
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Security Markets: Stochastic Models
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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
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Security markets : stochastic models. (Economic theory, econometrics, and mathematical economics). Ex-Library.
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Academic Press, Boston,&c., 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
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Hardcover. Condition: Très bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1988. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Slight signs of wear on the cover. Edition 1988. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-852-017
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Security Markets: Stochastic Models (Economic Theory, Econometrics, & Mathematical Economics)
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Emerald Group Pub 01.08.1988., 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
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Security Markets: Stochastic Models (Economic Theory, Econometrics, & Mathematical Economics)
Published by
Emerald Group Publishing Limited 01.08.1988., 1988
ISBN 10: 012223345X
ISBN 13: 9780122233456
Used
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Condition: Sehr gut. 250 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 969 23,2 x 15,4 x 2,4 cm, Gebundene Ausgabe. Seller Inventory # 372170
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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
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