Continuous-Time Asset Pricing Theory
Robert Jarrow ()
in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum
Date: 2021
Edition: 2nd ed. 2021
ISBN: 978-3-030-74410-6
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Chapters in this book:
- Ch 24 Correction to: Continuous-Time Asset Pricing Theory
- Robert Jarrow
- Ch Chapter 1 Stochastic Processes
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- Ch Chapter 10 Complete Markets (Utility Over Terminal Wealth)
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- Ch Chapter 11 Incomplete Markets (Utility Over Terminal Wealth)
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- Ch Chapter 12 Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth)
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- Ch Chapter 13 Equilibrium
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- Ch Chapter 14 A Representative Trader Economy
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- Ch Chapter 15 Characterizing the Equilibrium
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- Ch Chapter 16 Market Informational Efficiency
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- Ch Chapter 17 Epilogue (The Fundamental Theorems and the CAPM)
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- Ch Chapter 18 The Trading Constrained Market
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- Ch Chapter 19 Arbitrage Pricing Theory
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- Ch Chapter 2 The Fundamental Theorems
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- Ch Chapter 20 The Auxiliary Markets
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- Ch Chapter 21 Super- and Sub-Replication
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- Ch Chapter 22 Portfolio Optimization
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- Ch Chapter 23 Equilibrium
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- Ch Chapter 3 Asset Price Bubbles
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- Ch Chapter 4 Basis Assets, Multiple-Factor Beta Models, and Systematic Risk
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- Ch Chapter 5 The Black Scholes Merton Model
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- Ch Chapter 6 The Heath Jarrow Morton Model
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- Ch Chapter 7 Reduced Form Credit Risk Models
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- Ch Chapter 8 Incomplete Markets
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- Ch Chapter 9 Utility Functions
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-030-74410-6
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DOI: 10.1007/978-3-030-74410-6
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