Continuous-Time Asset Pricing Theory:A Martingale-Based Approach(Springer Finance Textbooks)

连续时间资产定价理论:基于鞅的方法 第2版

行政管理,人事行政,财务行政,行政决策

售   价:
576.00
发货周期:预计8-10周发货
作      者
出  版 社
出版时间
2021年09月06日
装      帧
精装
ISBN
9783030744090
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页      码
456
语      种
英文
版      次
2
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图书简介
AssT pricingTheory yields deep insigTs iTo crucial markT phenomena such as Tock markT bubbles. Now in a newly revised and updTed edTion,ThisTeTbook guidesThe readerThroughThisTheory and Ts applicTionsTo markTs.The new edTion feTures ?new resuTs on TTe dependeT preferences, a charaTerizTion of markT efficiency anda more general preseTTion of muTiple-faTor models using onlyThe assumTions of no arbTrage and no dominanceTaking an innovTive approach based on maTingales,The book preseTs advancedTechniques of mThemTical finance in a business and economics coTeT, covering a range of relevaTTopics such as derivTives pricing and hedging, syTemTic risk, poTfolio oTimizTion, markT efficiency, and equilibrium pricing models. For applicTionsTo high dimensional TTiTics and machine learning, new muTi-faTor models are givenThis new edTion iTegrTes suicideTrading TrTegies iToThe underTanding of assT price bubbles, greTly enrichingThe overall preseTTion and fuTher TrenTheningThe book’s underlyingTheme of economic bubbles. WrTten by a leading expeT in risk managemeT,CoTinuousTime AssT PricingTheoryisThe firTTeTbook on assT pricingTheory wTh a maTingale approach. Based onThe aThor’s eTensiveTeaching and research experience onTheTopic, T is paTicularly well suTed for graduTe TudeTs in business and economics wTh a Trong mThemTical background.
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