£41.76

Cambridge University Press Theoretical Foundations of Asset Pricing

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£44.60 £40.54 £41.43 £42.31 £43.20 £44.08 £44.97 02 November 2025 23 November 2025 15 December 2025 06 January 2026 28 January 2026

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Description

This text provides an advanced introduction to the modeling of competitive financial markets, encompassing arbitrage and equilibrium pricing of financial contracts, as well as optimal lifetime consumption and portfolio choice. Notable features include its coverage of recursive utility in discrete and continuous time and several results not previously available in book form. Each chapter concludes with a set of exercises, with solutions available to verified instructors. Ideal as a graduate-level course text, this book can also serve as a valuable reference for researchers and finance industry practitioners. Readers with a finance focus can use the text to build analytical foundations for a significant component of the economics of financial markets, while readers with a mathematics focus will find a well-motivated introduction to basic tools of stochastic analysis and convex analysis.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
13 February 2025
Listed Since
26 April 2024

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