Continuous-time asset pricing theory: a Martingale-based approach/ Robert A. Jarrow.
Series: Springer financePublisher: Cham: Springer, [2018]Description: xxiii, 448 pages; 25 cmISBN:- 9783319778204
- 331977820X
- 519.236 J37c
Contents:
Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.236 J37c 2018 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000690340 |
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519.234 L433s 1999 IMPA Spatial branching processes, random snakes, and partial differential equations/ | 519.234 M689m 1971 IMPA Multitype branching processes; theory and applications/ | 519.234 P226p 2016 IMPA Probabilistic Models of Population Evolution: Scaling Limits, Genealogies and Interactions/ | 519.236 J37c 2018 IMPA Continuous-time asset pricing theory: a Martingale-based approach/ | 519.236 K83m 1984 IMPA Martingales and stochastic integrals/ | 519.236 N519d 1975 IMPA Discrete-parameter martingales/ | 519.236 N519m 1970 IMPA Martingales/ |
Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.
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