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Arbitrage Theory
Jochen Wilhelm
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Description for Arbitrage Theory
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 123 pages, 2 black & white illustrations, biography. BIC Classification: KF; KJ; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 7. Weight in Grams: 220.
The present 'Introductory Lectures on Arbitrage-based Financial Asset Pricing' are a first attempt to give a comprehensive presentation of Arbitrage Theory in a discrete time framework (by the way: all the re sults given in these lectures apply to a continuous time framework but, probably, in continuous time we could achieve stronger results - of course at the price of stronger assumptions). It has been turned out in the last few years that capital market theory as derived and evolved from the capital asset pricing model (CAPM) in the middle sixties, can, to an astonishing extent, be based on arbitrage ... Read more
The present 'Introductory Lectures on Arbitrage-based Financial Asset Pricing' are a first attempt to give a comprehensive presentation of Arbitrage Theory in a discrete time framework (by the way: all the re sults given in these lectures apply to a continuous time framework but, probably, in continuous time we could achieve stronger results - of course at the price of stronger assumptions). It has been turned out in the last few years that capital market theory as derived and evolved from the capital asset pricing model (CAPM) in the middle sixties, can, to an astonishing extent, be based on arbitrage ... Read more
Product Details
Format
Paperback
Publication date
1985
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
123
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
116
Place of Publication
Berlin, Germany
ISBN
9783540152415
SKU
V9783540152415
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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