Continuous-Time Asset Pricing Theory: A Martingale-Based Approach | 被動收入的投資秘訣 - 2024年6月

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

作者:Jarrow, Robert A.
出版社:
出版日期:2021年08月18日
ISBN:9783030744090
語言:繁體中文
售價:6000元

Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at Cornell’s SC Johnson College of Business (Ithaca, New York) and director of research at Kamakura Corporation. He is a co-creator of the Heath-Jarrow-Morton (HJM) model, the reduced form credit risk model, and the forward price martingale measure.


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