Discrete-time Asset Pricing Models in Applied Stochastic Finance (Applied Stochastic Methods)
Discrete-time Asset Pricing Models in Applied Stochastic Finance presents a focused study of asset pricing within a discrete-time framework. By combining financial modeling with applied stochastic methods, the book offers a specialized resource for readers exploring quantitative finance, mathematical finance, and the foundations of asset pricing analysis.
About This Book
Discrete-time Asset Pricing Models in Applied Stochastic Finance explores asset pricing through discrete-time mathematical models.
The book is situated within applied stochastic finance, connecting financial modeling with stochastic methods and quantitative analysis.
It may serve readers seeking a focused resource for studying the principles and applications of discrete-time asset pricing.
Written by P. C. G. Vassiliou, this title is suited to academic, professional, and self-directed learning contexts in quantitative finance.
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