Arbitrage Pricing of Contingent Claims (Lecture Notes in Economics & Mathematical Systems)

By Sigrid Muller

Book Overview

This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0387159738
• ISBN13: 9780387159737
• Release Date: January 1985
• Publisher: Springer Verlag
• Length: 151 Pages
• Weight: 0.50 lbs.