Asset pricing in discrete time : a complete markets approach /

Asset pricing in discrete time : a complete markets approach /

Saved in:

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:	Capital assets pricing model. Capital assets pricing model.
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

Table of Contents:

1. Asset Prices in a Single-Period Model
2. Risk Aversion, Background Risk and the Pricing Kernel
3. Option Pricing in a Single-Period Model
4. Valuation of Contingent Claims: Extensions
5. Multi-period Asset Pricing
6. Forward and Futures Prices of Contingent Claims
7. Bond Pricing, Interest-Rate Processes & the Libor Market Model
Conclusions
Index