02083nam0 2200481 i 450 VAN012461620230628124007.496N978331977821120191022d2018 |0itac50 baengCH|||| |||||Continuous-Time Asset Pricing TheoryA Martingale-Based ApproachRobert A. JarrowChamSpringer2018xxiii, 448 p.24 cm001VAN01237472001 Springer finance textbook210 Berlin [etc.]SpringerVAN0236184Continuous-Time Asset Pricing Theory156468860GxxStochastic processes [MSC 2020]VANC020000MF90CxxMathematical programming [MSC 2020]VANC020086MF49KxxOptimality conditions [MSC 2020]VANC025070MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MFArbitrage pricingKW:KAsset pricing theoryKW:KCash flowsKW:KContinuous-time asset pricingKW:KDerivatives pricingKW:KEquilibrium pricingKW:KMartingale measureKW:KMathematical FinanceKW:KPortfolio optimizationKW:KPortfolio theoryKW:KQuantitative FinanceKW:KCHChamVANL001889JarrowRobert A.VANV096057122733Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-77821-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0124616BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1080 08eMF1080 20191022 Continuous-Time Asset Pricing Theory1564688UNICAMPANIA