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Continuous-Time Asset Pricing Theory
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Continuous-Time Asset Pricing Theory

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions).

Undertittel
A Martingale-Based Approach
Opplag
Softcover reprint of the original 1st ed. 2018
ISBN
9783030085490
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
30.1.2019
Antall sider
448