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