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- catalog abstract ""The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing: Discrete Time Approach is to provide a systematic exposition, with practical applications, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book will also appeal to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science."--Jacket.".
- catalog contributor b12962877.
- catalog contributor b12962878.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description ""The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing: Discrete Time Approach is to provide a systematic exposition, with practical applications, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book will also appeal to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science."--Jacket.".
- catalog description "1. Introduction -- 2. Options, Futures and Other Derivatives -- 3. Basic Probability Theory -- 4. Pricing Model for Financial Assets -- 5. General No-Arbitrage Asset Price Theory -- 6. Model Specifications in Applications -- 7. Valuation of Derivatives Via Monte Carlo Methods -- 8. Stock Option Theory and Its Applications -- 9. Currency Options -- 10. The Term Structure of Spot Rates -- 11. The HJM Model for Bonds and Its Applications -- 12. Pricing Defaultable Bonds -- 13. Valuation of CD with Transfer Option -- 14. Pricing Mortgage-Backed Securities.".
- catalog description "Includes bibliographical references (p. [269]-272) and index.".
- catalog extent "viii, 275 p. :".
- catalog identifier "1402072430 (alk. paper)".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "Boston : Kluwer Academic Publishers,".
- catalog subject "332.63/2 21".
- catalog subject "Capital assets pricing model.".
- catalog subject "HG4636 .K355 2003".
- catalog tableOfContents "1. Introduction -- 2. Options, Futures and Other Derivatives -- 3. Basic Probability Theory -- 4. Pricing Model for Financial Assets -- 5. General No-Arbitrage Asset Price Theory -- 6. Model Specifications in Applications -- 7. Valuation of Derivatives Via Monte Carlo Methods -- 8. Stock Option Theory and Its Applications -- 9. Currency Options -- 10. The Term Structure of Spot Rates -- 11. The HJM Model for Bonds and Its Applications -- 12. Pricing Defaultable Bonds -- 13. Valuation of CD with Transfer Option -- 14. Pricing Mortgage-Backed Securities.".
- catalog title "Asset pricing : discrete time approach / by Takeaki Kariya, Regina Y. Liu.".
- catalog type "text".