Continuous-time asset pricing theory a Martingale-based approach /

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended,...

Full description

Main Author: Jarrow, Robert A.,
Other Authors: SpringerLink (Online service)
Format: eBook
Language: English
Published: Cham : Springer, 2018.
Physical Description: 1 online resource (xxiii, 448 pages).
Series: Springer finance.
Subjects:

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