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| Preface | ||
| Pt. I | Discrete-Time Models | 1 |
| 1 | Introduction to State Pricing | 3 |
| 2 | The Basic Multiperiod Model | 21 |
| 3 | The Dynamic Programming Approach | 49 |
| 4 | The Infinite-Horizon Setting | 65 |
| Pt. II | Continuous-Time Models | 81 |
| 5 | The Black-Scholes Model | 83 |
| 6 | State Prices and Equivalent Martingale Measures | 101 |
| 7 | Term-Structure Models | 135 |
| 8 | Derivative Pricing | 167 |
| 9 | Portfolio and Consumption Choice | 203 |
| 10 | Equilibrium | 235 |
| 11 | Corporate Securities | 259 |
| 12 | Numerical Methods | 293 |
| Appendixes | 321 | |
| A | Finite-State Probability | 323 |
| B | Separating Hyperplanes and Optimality | 326 |
| C | Probability | 329 |
| D | Stochastic Integration | 334 |
| E | SDE, PDE, and Feynman-Kac | 340 |
| F | Ito's Formula with Jumps | 347 |
| G | Utility Gradients | 351 |
| H | Ito's Formula for Complex Functions | 355 |
| I | Counting Processes | 357 |
| J | Finite-Difference Code | 363 |
| Bibliography | 373 | |
| Symbol Glossary | 445 | |
| Author Index | 447 | |
| Subject Index | 457 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Lonnie Saenz
reviewed Dynamic Asset Pricing Theory, Third Edition. on March 30, 2015
Dynamic Asset Pricing Theory, Third Edition.
Excellent step by step guide for M&A
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Add Dynamic Asset Pricing Theory, Third Edition., This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing result, Dynamic Asset Pricing Theory, Third Edition. to the inventory that you are selling on WonderClubX
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Add Dynamic Asset Pricing Theory, Third Edition., This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing result, Dynamic Asset Pricing Theory, Third Edition. to your collection on WonderClub |
