Tipo de artículo
Condición
Encuadernación
Más atributos
Ubicación del vendedor
Valoración de los vendedores
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Libro
Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: WorldofBooks, Goring-By-Sea, WS, Reino Unido
Libro
Hardback. Condición: Good. The book has been read but remains in clean condition. All pages are intact and the cover is intact. Some minor wear to the spine.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: MusicMagpie, Stockport, Reino Unido
Libro
Condición: Very Good. 1704980012. 1/11/2024 1:33:32 PM.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Fine. Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear.
Publicado por Oxford University Press, USA, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de America
Libro Impresión bajo demanda
HRD. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Publicado por OUP Oxford, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: BennettBooksLtd, North Las Vegas, NV, Estados Unidos de America
Libro
Condición: New. New. In shrink wrap. Looks like an interesting title! 0.74.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Libro Impresión bajo demanda
Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Publicado por Oxford University Press, USA, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
Libro Impresión bajo demanda
HRD. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Publicado por Oxford University Press, Oxford, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: AussieBookSeller, Truganina, VIC, Australia
Libro
Hardcover. Condición: new. Hardcover. Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance.-- Covers asset pricing in a single period model, deriving a simple complete market pricing model and using Stein's lemma to derive a version of the Capital Asset PricingModel.-- Looks more deeply into some of the utility determinants of the pricing kernel, investigating in particular the effect of non-marketable background risks on the shape of the pricingkernel.-- Derives the prices of European-style contingent claims, in particular call options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant elasticity, and emphasizes the idea of a risk-neutral valuation relationship between the price of a contingent claim on an asset and the underlying asset price.-- Extends the analysis to contingent claims on assets withnon-lognormal distributions and considers the pricing of claims when risk-neutral valuation relationships do not exist.-- Expands the treatment of asset pricing to a multi-periodeconomy, deriving prices in a rational expectations equilibrium.-- Uses the rational expectations framework to analyse the pricing of forward and futures contracts on assets and derivatives.-- Analyses the pricing of bonds given stochastic interest rates, and then uses this methodology to model the drift of forward rates, and as a special case the drift of the forward London Interbank Offer Rate in the LIBOR Market Model. Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Books Unplugged, Amherst, NY, Estados Unidos de America
Libro
Condición: Good. Buy with confidence! Book is in good condition with minor wear to the pages, binding, and minor marks within.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Iridium_Books, DH, SE, España
Libro
Condición: Used - Good.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: New. Book is in NEW condition.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Book Deals, Tucson, AZ, Estados Unidos de America
Libro
Condición: New. New! This book is in the same immaculate condition as when it was published.
Publicado por Oxford University Press, Oxford, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Grand Eagle Retail, Wilmington, DE, Estados Unidos de America
Libro
Hardcover. Condición: new. Hardcover. Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance.-- Covers asset pricing in a single period model, deriving a simple complete market pricing model and using Stein's lemma to derive a version of the Capital Asset PricingModel.-- Looks more deeply into some of the utility determinants of the pricing kernel, investigating in particular the effect of non-marketable background risks on the shape of the pricingkernel.-- Derives the prices of European-style contingent claims, in particular call options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant elasticity, and emphasizes the idea of a risk-neutral valuation relationship between the price of a contingent claim on an asset and the underlying asset price.-- Extends the analysis to contingent claims on assets withnon-lognormal distributions and considers the pricing of claims when risk-neutral valuation relationships do not exist.-- Expands the treatment of asset pricing to a multi-periodeconomy, deriving prices in a rational expectations equilibrium.-- Uses the rational expectations framework to analyse the pricing of forward and futures contracts on assets and derivatives.-- Analyses the pricing of bonds given stochastic interest rates, and then uses this methodology to model the drift of forward rates, and as a special case the drift of the forward London Interbank Offer Rate in the LIBOR Market Model. Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: moluna, Greven, Alemania
Libro Impresión bajo demanda
Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent cla.
Publicado por Oxford University Press, 2005
ISBN 10: 0199271445ISBN 13: 9780199271443
Librería: Iridium_Books, DH, SE, España
Libro
Hardback. Condición: Muy Bueno / Very Good.