Continuous-time asset pricing theory: a martingale-based approach (Record no. 2871)

MARC details
000 -LEADER
fixed length control field 02130nam a22002177a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220715162803.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220715b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783030744090
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.236
Item number JAR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Jarrow, Robert A.
245 ## - TITLE STATEMENT
Title Continuous-time asset pricing theory: a martingale-based approach
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc. Springer
Place of publication, distribution, etc. Switzerland
Date of publication, distribution, etc. 2021
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 456 p.
365 ## - TRADE PRICE
Price type code EURO
Price amount 59.99
520 ## - SUMMARY, ETC.
Summary, etc. About this book<br/>Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition features ​new results on state dependent preferences, a characterization of market efficiency and a more general presentation of multiple-factor models using only the assumptions of no arbitrage and no dominance. <br/><br/>Taking an innovative approach based on martingales, the book presents advanced techniques of mathematical finance in a business and economics context, covering a range of relevant topics such as derivatives pricing and hedging, systematic risk, portfolio optimization, market efficiency, and equilibrium pricing models. For applications to high dimensional statistics and machine learning, new multi-factor models are given. This new edition integrates suicide trading strategies into the understanding of asset price bubbles, greatly enriching the overall presentation and further strengthening the book’s underlying theme of economic bubbles.<br/>Written by a leading expert in risk management, Continuous-Time Asset Pricing Theory is the first textbook on asset pricing theory with a martingale approach. Based on the author’s extensive teaching and research experience on the topic, it is particularly well suited for graduate students in business and economics with a strong mathematical background.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical optimization
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics, Mathematical
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory)
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Bill No Bill Date Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Accession Number Date last seen Copy number Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Operations Management & Quantitative Techniques TB842 30-06-2022 Indian Institute of Management LRC Indian Institute of Management LRC General Stacks 07/15/2022 Technical Bureau India Pvt. Ltd. 3392.13   519.236 JAR 002775 07/15/2022 1 5159.14 07/15/2022 Book

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