Jarrow, Robert A. - 2021 - 2nd ed. 2021.
Preface -- Contents -- Part I Arbitrage Pricing Theory -- Chapter 1 Stochastic Processes -- Chapter 2 The Fundamental … Trading Constrained Market -- Chapter 19 Arbitrage Pricing Theory -- Chapter 20 The Auxiliary Markets -- Chapter 21 Super- and … presentation of multiple-factor models using only the assumptions of no arbitrage and no dominance. Taking an innovative approach …
