Discrete-time asset pricing models
By: P-C.G. Vassiliou.
Publisher: ISTE Ltd/John Wiley & Sons; Wiley-ISTE; Wiley-Interscience
Published: 2010
Place of publication: London; Hoboken, NJ
Language: eng
Number of pages: 416
ISBN-13: 9781848211582
Subjects: Securities -- Prices -- Mathematical models; Capital assets pricing model; Stochastic analysis; Finance -- Mathematical models
Notes: Includes bibliographical references and index.