Continuous-Time Asset Pricing Theory A Martingale-Based Approach

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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.

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关键词：Continuous Martingale Approach Pricing Pricin

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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。