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This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomics, it explores the fundamental ideas underlying competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, the book avoids sophisticated continuous time mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing models. This new edition introduces a number of new ideas and extensions, especially to multi-period analysis, that allow discussion of recent models appearing in the literature.
- Format: Pocket/Paperback
- ISBN: 9780199261079
- Språk: Engelska
- Antal sidor: 246
- Utgivningsdatum: 2003-03-01
- Förlag: OUP Oxford