Journals Higher Education



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Published: 13 January 2005

152 Pages


ISBN: 9780199271443

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Asset Pricing in Discrete Time

A Complete Markets Approach

Ser-Huang Poon
Richard Stapleton

Oxford Finance Series

  • Written to be accessible to a wide audience.
  • Provides a unique discrete time proof for the Libor market model.
  • Offers important and substantial coverage of derivative securities.

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