Financial asset pricing theory
By: Claus Munk
Series: Oxford scholarship online
Publisher: Oxford University Press
Published: 2013
Place of publication: Oxford
Language: eng
ISBN-13: 9780191751790
Subjects: Capital assets pricing model
Description: Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which 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.
Notes: Includes bibliographical references and index.

Mode of access: World Wide Web.