Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
Edition: XIII, 194 p. 51 illus. edition
Publisher: Springer
Published: April 28, 2003
Language: eng
Format: Hardcover
Number of pages: 198
ISBN-13: 9783540003441
Subjects: Business & Management; Mathematical models; Economics - General; Business & Economics; Business / Economics / Finance; Business/Economics; Workplace Culture; Options (Finance); Investments & Securities - Options; Business & Economics / Finance; Finance; Prices
First sentence: Major classical portfolio choice and asset pricing theories to date assume that investors know the assets' expected return and volatility.
Notes: Springer Finance