Continuous-Time Asset Pricing Theory A Martingale-Based Approach

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：Continuous Martingale Approach Pricing Pricin

good

nivastuli 发表于 2018-6-5 10:50
Yielding new insights into important market phenomena like asset price bubbles and trading constrain ...

楼主好人，谢谢分享

nivastuli 发表于 2018-6-5 10:50
Yielding new insights into important market phenomena like asset price bubbles and trading constrain ...

楼主好人，谢谢分享

楼主好人，谢谢分享

很好，可以好好看看。

感谢分享

感谢分享！

很好，可以好好看看。