Multiple-Periods Model

Thorsten Hens and Marc Oliver Rieger
Additional contact information
Thorsten Hens: University of Zurich
Marc Oliver Rieger: University of Trier

Chapter 5 in Financial Economics, 2016, pp 211-254 from Springer

Abstract: Abstract In the previous two chapters, we have restricted ourselves to the case of two time periods, one for investing and one for receiving payoffs. For many applications it is, however, necessary to allow for models with more than two time periods. In particular one can then study re-trading on the arrival of new information. Nevertheless we will see that many of the insights we have won for the two-period model two-period model will be useful also for multi-period model multi-period models. multi-period model

Keywords: Interest Rate; Asset Price; Term Structure; Realize Interest Rate; Hedge Fund (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-662-49688-6_5

Ordering information: This item can be ordered from
http://www.springer.com/9783662496886

DOI: 10.1007/978-3-662-49688-6_5

Access Statistics for this chapter

More chapters in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().