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Financial asset pricing theory /
~
Munk, Claus.
Financial asset pricing theory /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Financial asset pricing theory // Claus Munk.
作者:
Munk, Claus.
出版者:
Oxford, UK :Oxford University Press, : 2015.,
面頁冊數:
vii, 585 p. :ill. ; : 24 cm.;
標題:
Investments - Textbooks. - Mathematical models -
ISBN:
0198716451 (pbk.)
Financial asset pricing theory /
Munk, Claus.
Financial asset pricing theory /
Claus Munk. - Oxford, UK :Oxford University Press,2015. - vii, 585 p. :ill. ;24 cm.
Includes bibliographical references (p. [556]-577) and index.
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.
ISBN: 0198716451 (pbk.)
Nat. Bib. No.: GBB4C9406bnbSubjects--Topical Terms:
1158460
Investments
--Mathematical models--Textbooks.
LC Class. No.: HG4636 / .M86 2015
Dewey Class. No.: 332/.041
Financial asset pricing theory /
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