| 청구기호 |
HG4636 .S55 2009 |
| 형태사항 |
xv, 346 p. : ill. ; 25 cm.
|
| 서지주기 |
Includes bibliographical references (p. 327-339) and index.
|
| 내용 |
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
|
| 주제 |
Capital assets pricing model.
Finance --Mathematical models.
|
| LCCN |
2008039426
|
| ISBN |
9780691139852 (hardcover : alk. paper) : c＄49.5
0691139857 (hardcover : alk. paper)
|
