Continuous-time asset pricing theory : a Martingale-based approach
CiNii
Available at 4 libraries
Bibliographic Information
- Title
- "Continuous-time asset pricing theory : a Martingale-based approach"
- Statement of Responsibility
- Robert A. Jarrow
- Publisher
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- Springer
- 2nd ed
- Publication Year
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- c2021
- Book size
- 25 cm
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Notes
Includes bibliographical references (p. 443-449) and index
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Details 詳細情報について
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- CRID
- 1130570839643538706
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- NII Book ID
- BC09603874
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- ISBN
- 9783030744090
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- Text Lang
- en
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- Country Code
- sz
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- Title Language Code
- en
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- Place of Publication
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- Cham
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- Classification
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- DC23: 519.2/36
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- Subject
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- LCSH: Mathematics
- LCSH: Martingales (Mathematics)
- LCSH: Prices
- LCSH: Economics, Mathematical
- LCSH: Mathematical optimization
- LCSH: Probabilities
- LCSH: Finance
- LCSH: Distribution (Probability theory)
- BISACSH: Mathematics -- Probability & statistics -- General
- BISACSH: Mathematics -- Applied
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- Data Source
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- CiNii Books