Lectures on Financial Mathematics: Discrete Asset Pricing

被引:0
|
作者
Protter, Philip [1 ]
机构
[1] Columbia Univ, Dept Stat, New York, NY 10027 USA
关键词
D O I
10.1080/14697688.2011.619562
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1703 / 1705
页数:3
相关论文
共 50 条
  • [1] Lectures on Financial Mathematics: Discrete Asset Pricing
    Anderson, Greg
    Kercheval, Alec N.
    [J]. Synthesis Lectures on Mathematics and Statistics, 2010, 3 (01): : 1 - 63
  • [2] Financial contagion and asset pricing
    Fry-McKibbin, Renee
    Martin, Vance L.
    Tang, Chrismin
    [J]. JOURNAL OF BANKING & FINANCE, 2014, 47 : 296 - 308
  • [3] Asset pricing with a financial sector
    Li, Kai
    Xu, Chenjie
    [J]. FINANCIAL MANAGEMENT, 2023, 52 (01) : 67 - 95
  • [4] Financial Asset Pricing Theory
    Pozdeev, Igor
    [J]. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT, 2016, 30 (03) : 367 - 369
  • [5] Pricing financial claims contingent upon an underlying asset monitored at discrete times
    Green, Ross
    Abrahams, I. David
    Fusai, Gianluca
    [J]. JOURNAL OF ENGINEERING MATHEMATICS, 2007, 59 (04) : 373 - 384
  • [6] Pricing financial claims contingent upon an underlying asset monitored at discrete times
    Ross Green
    I. David Abrahams
    Gianluca Fusai
    [J]. Journal of Engineering Mathematics, 2007, 59 : 373 - 384
  • [7] ARBITRAGE THEORY - INTRODUCTORY LECTURES ON ARBITRAGE-BASED FINANCIAL ASSET PRICING - WILHELM,JEM
    SICK, G
    ZIEMBA, WT
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1986, 27 (02) : 255 - 256
  • [8] Intermediary Asset Pricing and the Financial Crisis
    He, Zhiguo
    Krishnamurthy, Arvind
    [J]. ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 10, 2018, 10 : 173 - 197
  • [9] Asset pricing with financial bubble risk
    Lee, Ji Hyung
    Phillips, Peter C. S.
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2016, 38 : 590 - 622