Advanced Asset Pricing Theory

Series In Quantitative Finance

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Mukaan Chenghu Ma
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816 psl.

2011 m.

Kietas viršelis

Viivakoodi: 9781848166325
Kuvaus

Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.