Asset pricing
Subtitle: discrete time approach
By: by Takeaki Kariya, Regina Y. Liu.
Contributors: Liu, Regina Y.
Publisher: Kluwer Academic Publishers
Published: 2003
Place of publication: Boston
Language: eng
Number of pages: 275
Subjects: Capital assets pricing model.
Description: "The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing: Discrete Time Approach is to provide a systematic exposition, with practical applications, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book will also appeal to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science."--Jacket.
Notes: Includes bibliographical references (p. [269]-272) and index.