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

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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).

Undertitel
A Martingale-Based Approach
Författare
Robert A. Jarrow
Upplaga
Softcover reprint of the original 1st ed. 2018
ISBN
9783030085490
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2019-01-30
Sidor
448