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Published: 29 May 2003

248 Pages | 24 line illus.

ISBN: 9780199261079

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Bookseller Code (06)

Finance Theory and Asset Pricing

Second Edition

Frank Milne

This second edition includes a new section dealing with more advanced multi-period models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs.

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