Continuous-time asset pricing theory : a Martingale-based approach /: a Martingale-based approach. (2018)

• Record Type: Book
• Further Information: Note: Robert A. Jarrow.
• Authors: Jarrow, Robert A
• Contents: Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource (xxiii, 448 pages)
• Subjects: 519.2/36; Mathematics; Martingales (Mathematics); Prices; Economics, Mathematical; Mathematical optimization; Probabilities; Finance; Distribution (Probability theory); Finance—Mathematics; Economics, Mathematical; Martingales (Mathematics); Mathematical optimization; Prices; Probabilities; Mathematics -- Probability & Statistics -- General; Mathematics -- Applied; Probability & statistics; Optimization; Applied mathematics; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9783319778211; 3319778218
• Related ISBNs: 9783319778204; 331977820X
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.