Financial asset pricing theory /

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Bibliographic Details
Author / Creator:Munk, Claus, author.
Edition:First edition.
Imprint:Oxford : Oxford University Press, 2013.
©2013
Description:vii, 585 pages : illustrations ; 25 cm
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/10079907
Hidden Bibliographic Details
ISBN:9780199585496 (hbk.)
0199585490 (hbk.)
Notes:Includes bibliographical references and index.
Summary: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.