by Ma Chenghu (Author)
Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.
Format: Hardcover
Pages: 816
Publisher: ICP
Published: 03 Mar 2011
ISBN 10: 184816632X
ISBN 13: 9781848166325