Continuous-time asset pricing theory: a Martingale-based approach/ Robert A. Jarrow.

By:

Jarrow, Robert A [author.]

Series: Springer financePublisher: Cham: Springer, [2018]Description: xxiii, 448 pages; 25 cmISBN:

9783319778204
331977820X

Subject(s):

DDC classification:

519.236 J37c

Contents:

Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.

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Holdings
Collection	Call number	Status	Date due
Livros (Books)	519.236 J37c 2018 IMPA (Browse shelf(Opens below))	Available

Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.

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