Continuous-time asset pricing theory: a Martingale-based approach/
Robert A. Jarrow.
- xxiii, 448 pages; 25 cm
- Springer finance, 1616-0533 .
- Springer finance. .
Preface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.