Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics). Este artículo no está disponible.
Idioma: inglés
Editorial: Emerald Publishing Limited, 1988
- Tapa dura
- Usado
Librería: -OnTimeBooks-, Phoenix, AZ, Estados Unidos de America-OnTimeBooks-
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Condición: Usado - Aceptable
EUR 22,67
Descripción del artículo del vendedor
A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail.
N° de ref. del artículo OTV.012223345X.G
- Título
- Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
- Editorial
- Emerald Publishing Limited
- Año de publicación
- 1988
- Estado
- good
- Encuadernación
- Encuadernación de tapa dura
- Idioma
- inglés
- ISBN 10
- 012223345X
- ISBN 13
- 9780122233456
“Sinopsis” puede pertenecer a otra edición de este título.
Críticas
--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.
“Acerca de” puede pertenecer a otra edición de este título.