Advanced Asset Pricing Theory (Q3076621): Difference between revisions
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Latest revision as of 23:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advanced Asset Pricing Theory |
scientific article |
Statements
Advanced Asset Pricing Theory (English)
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23 February 2011
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asset pricing theory
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risk measures
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portfolio management
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discrete-time modeling
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contingent claims
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options
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continuous-time modeling
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stochastic processes
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Black-Scholes model
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interest rates
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stochastic differential utility
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sequential choice
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optimal trading strategy
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equilibrium asset pricing
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