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010   $a3-319-77821-8
024 7 $a10.1007/978-3-319-77821-1
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035   $a(DE-He213)978-3-319-77821-1
035   $a(MiAaPQ)EBC6314906
035   $a(PPN)229494994
035   $a(EXLCZ)993810000000358843
100   $a20180604d2018      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aContinuous-Time Asset Pricing Theory $eA Martingale-Based Approach /$fby Robert A. Jarrow
205   $a1st ed. 2018.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018.
215   $a1 online resource (XXIII, 448 p.) 
225 1 $aSpringer Finance Textbooks
311 08$a3-319-77820-X 
320   $aIncludes bibliographical references and index.
327   $aPreface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. - Part III Equilibrium. - Part IV Trading Constraints. - References -- Index.
330   $aYielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD?level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students. These topics are derivatives pricing and hedging (the Black?Scholes?Merton, the Heath?Jarrow?Morton, and the reduced-form credit risk models), multiple-factor models, characterizing systematic risk, portfolio optimization, market efficiency, and equilibrium (capital asset and consumption) pricing models. This book fills this gap, presenting the relevant topics from mathematical finance, but aimed at Economics and Business School students with strong mathematical backgrounds. .
410  0$aSpringer Finance Textbooks
606   $aEconomics, Mathematical
606   $aProbabilities
606   $aMathematical optimization
606   $aFinance?Mathematics
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aOptimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26008
606   $aFinancial Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13140
615  0$aEconomics, Mathematical.
615  0$aProbabilities.
615  0$aMathematical optimization.
615  0$aFinance?Mathematics.
615 14$aQuantitative Finance.
615 24$aProbability Theory and Stochastic Processes.
615 24$aOptimization.
615 24$aFinancial Mathematics.
676   $a519
700   $aJarrow$b Robert A.$4aut$4http://id.loc.gov/vocabulary/relators/aut$0122733
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910799494903321
996   $aContinuous-Time Asset Pricing Theory$91564688
997   $aUNINA