Asset Pricing: -Discrete Time Approach-
1. Main Goals 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 this book is to provide a systematic exposition, with...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2003
|
| Ausgabe: | 1st ed. 2003 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | 1. Main Goals 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 this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular 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. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets |
| Beschreibung: | 1 Online-Ressource (VIII, 275 p) |
| ISBN: | 9781441992307 |
| DOI: | 10.1007/978-1-4419-9230-7 |
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| 520 | |a 1. Main Goals 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 this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular 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. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets | ||
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| dewey-ones | 332 - Financial economics |
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4419-9230-7 |
| edition | 1st ed. 2003 |
| format | Electronic eBook |
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| id | DE-604.BV046872708 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:38Z |
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| institution | BVB |
| isbn | 9781441992307 |
| language | English |
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| spelling | Kariya, T. Verfasser aut Asset Pricing -Discrete Time Approach- by T. Kariya, Regina Liu 1st ed. 2003 New York, NY Springer US 2003 1 Online-Ressource (VIII, 275 p) txt rdacontent c rdamedia cr rdacarrier 1. Main Goals 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 this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular 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. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets Finance, general Accounting/Auditing Finance Accounting Bookkeeping Liu, Regina aut Erscheint auch als Druck-Ausgabe 9781402072437 Erscheint auch als Druck-Ausgabe 9781441992314 Erscheint auch als Druck-Ausgabe 9781461348498 https://doi.org/10.1007/978-1-4419-9230-7 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kariya, T. Liu, Regina Asset Pricing -Discrete Time Approach- Finance, general Accounting/Auditing Finance Accounting Bookkeeping |
| title | Asset Pricing -Discrete Time Approach- |
| title_auth | Asset Pricing -Discrete Time Approach- |
| title_exact_search | Asset Pricing -Discrete Time Approach- |
| title_exact_search_txtP | Asset Pricing -Discrete Time Approach- |
| title_full | Asset Pricing -Discrete Time Approach- by T. Kariya, Regina Liu |
| title_fullStr | Asset Pricing -Discrete Time Approach- by T. Kariya, Regina Liu |
| title_full_unstemmed | Asset Pricing -Discrete Time Approach- by T. Kariya, Regina Liu |
| title_short | Asset Pricing |
| title_sort | asset pricing discrete time approach |
| title_sub | -Discrete Time Approach- |
| topic | Finance, general Accounting/Auditing Finance Accounting Bookkeeping |
| topic_facet | Finance, general Accounting/Auditing Finance Accounting Bookkeeping |
| url | https://doi.org/10.1007/978-1-4419-9230-7 |
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