Financial Asset Pricing Theory
- ISBN-10
- 0199585490
- ISBN-13
- 9780199585496
- Category
- Business & Economics
- Pages
- 585
- Language
- English
- Published
- 2013-04-18
- Publisher
- Oxford University Press
- Author
- Claus Munk
Description
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.
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