Security Marketsby Darrell Duffie
This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.See more details below
This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.
- Emerald Group Publishing Limited
- Publication date:
- Economic Theory, Econometrics, and Mathematical Economics Series
- Edition description:
- New Edition
- Product dimensions:
- 8.94(w) x 7.96(h) x 0.99(d)
Table of ContentsStatic Market Concepts:
The Geometry of Choices and Prices.
First Probability Concepts.
Special Choice Spaces.
Second Probability Concepts.
Equilibrium in Static Markets under Uncertainty.
Event Tree Economies.
A Dynamic Theory of the Firm.
Stochastic Integrals and Gains from Security Trade.
Transformations to Martingale Gains From Trade.
Discrete-Time Asset Pricing:
Markov Processes and Markov Asset Valuation.
Discrete-Time Markov Control.
Discrete-Time Equilibrium Pricing.
Continuous-Time Asset Pricing:
An Overview of the Ito Calculus.
The Black--Scholes Model of Security Valuation.
An Introduction to the Control of Ito Processes.
Consumption and Portfolio Demand with I.I.D.
Continuous-Time Equilibrium Asset Pricing.
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