Jarrow, Robert A.

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.

9783319778204 331977820X

2018939163


Martingales (Mathematics)
Prices.
Economics, Mathematical.
Mathematical optimization
Probabilités.

519.236 / J37c