Discrete-time asset pricing models
by P-c. G. VassiliouStochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks.
In recent years,.
- First published
- 2010
- Publishers
- ISTE Ltd/John Wiley & Sons
- Subjects
- Securities·Prices·Mathematical models·Capital assets pricing model·Stochastic analysis·Finance·Mathematical models
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