Asset pricing in discrete time : a complete markets approach /

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Bibliographic Details
Author / Creator:Poon, Ser-Huang.
Imprint:Oxford ; New York : Oxford University Press, 2005.
Description:xii, 140 p. : ill. ; 23 cm.
Language:English
Series:Oxford finance
Subject:
Format: E-Resource Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5748947
Hidden Bibliographic Details
Varying Form of Title:Asset pricing in discrete time
Other authors / contributors:Stapleton, Richard C.
ISBN:0199271445
Notes:Includes bibliographical references (p. [135]-137) and index.
Also available on the Internet to subscribing institutions.
Standard no.:9780199271443

MARC

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504 |a Includes bibliographical references (p. [135]-137) and index. 
505 0 0 |g 1.  |t Asset prices in a single-period model --  |g 2.  |t Risk aversion, background risk, and the pricing kernel --  |g 3.  |t Option pricing in a single-period model --  |g 4.  |t Valuation of contingent claims : extensions --  |g 5.  |t Multi-period asset pricing --  |g 6.  |t Forward and futures prices of contingent claims --  |g 7.  |t Bond pricing, interest-rate processes, and the LIBOR market model --  |g App.  |t Stein's Lemma. 
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