Asset Pricing in Discrete Time :A Complete Markets Approach

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2009-5-6 23:38:00 上传

Asset Pricing in Discrete Time :A Complete Markets Approach
需要: 10 个论坛币  [购买]

Author :Ser-Huang Poon and Richard C. Stapleton

Oxford University Press  2005

Table of Contents

1. Asset Prices in a Single-Period Model

2. Risk Aversion, Background Risk and the Pricing Kernel

3. Option Pricing in a Single-Period Model

4. Valuation of Contingent Claims: Extensions

5. Multi-period Asset Pricing

6. Forward and Futures Prices of Contingent Claims

7. Bond Pricing, Interest-Rate Processes & the LIBOR Market Model

Conclusions

Index

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关键词：Discrete Complete Approach Markets Pricing Pricing Complete Asset Approach Discrete

好书！