Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics) - Tapa dura

Duffie, Darrell

 
9780122233456: Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Tapa dura
ISBN 10: 012223345X ISBN 13: 9780122233456
Editorial: Academic Press Inc, 1988

Sinopsis

This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

"Contains extensive and very valuable references to both the mathematical and the financial economics literature. It will be (in fact, it already is) the main reference in the area of dynamic, competitive securities markets models with systematic information."
--MATHEMATICAL REVIEWS
"This is a high-level introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive setting. The intent is to provide a unified general equilibrium framework for such recent advances in finance as:
the Sharpe-Litner Capital Asset Pricing Model and its discrete and continuous time analogues due to Lucas, Merton, and Breden the Black-Scholes Option Pricing Formula and its extensions into Martingale theory by Harrison and Kreps the continuous-time portfolio control models of Merton the term structure theory of Cox, Ingersoll, and Ross.

Reseña del editor

This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press Inc
Año de publicación
1988
Idioma
Inglés
ISBN 10 
012223345X
ISBN 13 
9780122233456
Encuadernación
Tapa dura
Número de páginas
380
Contacto del fabricante
no disponible
Persona responsable
Yeepin GmbH
492000000000
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