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Asset Pricing in Discrete Time

By: Ser-Huang (University of Manchester) Poon (Author) , Richard (University of Manchester) Stapleton (Author)

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Ksh 24,500.00

Format: Hardback or Cased Book

ISBN-13: 9780199271443

Publisher: Oxford University Press

Publication Date: Jan 13th, 2005

Weight: 328 grams

Dimension: 22.20 x 14.90 x 1.50 cms

Category: International finance

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Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.

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