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Dynamic asset pricing theory /
| Главный автор: | |
|---|---|
| Формат: | Printed Book |
| Язык: | English |
| Опубликовано: |
New Delhi:
New Age International,
2005.
|
| Редактирование: | Ed.3 |
Оглавление:
- 1. Introduction to state pricing 2. The basic multiperiod model 3. The dynamic programming approach 4. The infinite-horizon setting 5. The black-scholes model 6. State prices and equivalent martingale measures 7. Term-structure models 8. Derivative pricin