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Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

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  • 484 pages
  • 17 hours of reading

More about the book

Focusing on asset pricing theory, this revised textbook delves into significant market phenomena, including stock market bubbles. It presents new insights on state-dependent preferences and market efficiency, while offering a comprehensive overview of multiple-factor models based on the principles of no arbitrage and no dominance. The updated edition enhances understanding of these concepts, making it a valuable resource for those interested in the intricacies of financial markets.

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Continuous-Time Asset Pricing Theory, Robert A. Jarrow

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Released
2021
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(Hardcover)
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