{"product_id":"asset-pricing-in-discrete-time-a-complete-markets-approach-oxford-finance-series-0199271445","title":"Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0199271445\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Poon, Ser-Huang\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eThis book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes and in cases where risk neutral valuation relationship does not exist, multi-period asset pricing under rational expectations, forward and futures contracts on assets and derivatives, and bond pricing under stochastic interest rates. All the proofs, including a discrete time proof of the Libor market model, are shown explicitly.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51676061860128,"sku":"NEW0199271445","price":112.93,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/711cotsClAL.jpg?v=1779233291","url":"https:\/\/miakarts.com\/products\/asset-pricing-in-discrete-time-a-complete-markets-approach-oxford-finance-series-0199271445","provider":"Miakarts Books","version":"1.0","type":"link"}