Extent: | XV, 346 S. graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references and index Single-period analysis. Financial market and arbitrageMean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis. |
ISBN: | 978-0-691-13985-2 ; 0-691-13985-7 |
Classification: | Mikroökonomie |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003752218