Titel: Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Verlag: Emerald Publishing Limited
Erscheinungsjahr: 1988
Sprache: Englisch
ISBN-10: 012223345X
ISBN-13: 9780122233456
Einband: hardcover
Zustand: Good
Gewicht: 25�Unzen

�ber diesen Titel

Inhaltsangabe

This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.

Cr�ticas

"Contains extensive and very valuable references to both the mathematical and the financial economics literature. It will be (in fact, it already is) the main reference in the area of dynamic, competitive securities markets models with systematic information."
--MATHEMATICAL REVIEWS
"This is a high-level introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive setting. The intent is to provide a unified general equilibrium framework for such recent advances in finance as:
the Sharpe-Litner Capital Asset Pricing Model and its discrete and continuous time analogues due to Lucas, Merton, and Breden the Black-Scholes Option Pricing Formula and its extensions into Martingale theory by Harrison and Kreps the continuous-time portfolio control models of Merton the term structure theory of Cox, Ingersoll, and Ross.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

We sell a wide range of books. Few novels, most are non-fiction, historical, biographical etc. We are committed to providing each customer with honesty and with the highest standard of customer service. Registration numbers or brand names will be provided when available. 100% customer satisfaction is our goal and is crucial in our business.

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

MyLibraryMarket
OH, U.S.A.

Gesch�ftsbedingungen und Versandinformationen

Verkaufsbedingungen

We guarantee the condition of every book as it's described on the AbeBooks web sites. If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the Ask bookseller a question link to contact us and we'll respond within 2 business days. This does not affect your statutory consumer rights includ...

Mehr Information

Widerrufsbelehrung

Versandbedingungen

Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Versandkosten innerhalb von USA

Versandkosten innerhalb von USA
Bestellmenge	5 bis 14�Werktage	3 bis 6�Werktage
Erster Artikel	EUR 4.72	EUR 12.02

Die Versandzeiten werden von den Verk�uferinnen und Verk�ufern festgelegt. Sie variieren je nach Versanddienstleister und Standort. Sendungen, die den Zoll passieren, k�nnen Verz�gerungen unterliegen. Eventuell anfallende Abgaben oder Geb�hren sind von der K�uferin bzw. dem K�ufer zu tragen. Die Verk�uferin bzw. der Verk�ufer kann Sie bez�glich zus�tzlicher Versandkosten kontaktieren, um einen m�glichen Anstieg der Versandkosten f�r Ihre Artikel auszugleichen.