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OverviewFull Product DetailsAuthor: Ser-Huang Poon (Universith of Manchester) , Richard Stapleton (University of Manchester)Publisher: Oxford University Press Imprint: Oxford University Press Dimensions: Width: 14.50cm , Height: 1.50cm , Length: 22.30cm Weight: 0.358kg ISBN: 9780199271443ISBN 10: 0199271445 Pages: 152 Publication Date: 13 January 2005 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: To order  Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us. Table of Contents1: Asset Prices in a Single-Period Model 2: Risk Aversion, Background Risk and the Pricing Kernel 3: Option Pricing in a Single-Period Model 4: Valuation of Contingent Claims: Extensions 5: Multi-period Asset Pricing 6: Forward and Futures Prices of Contingent Claims 7: Bond Pricing, Interest-Rate Processes & the LIBOR Market Model Conclusions IndexReviewsAuthor InformationDick Stapleton, one of the most senior finance academics in Europe, has held senior posts at the Universities of Strathclyde, Lancaster, and Cambridge, and Manchester Business School. He is also a Professorial Fellow at the University of Melbourne, Australia. He has researched in many areas of finance including asset pricing and interest rate derivatives and has published extensively in all top ranking finance and economic journals. Ser-Huang Poon is known for her work in modelling and forecasting financial market volatility, and more recently the applications of extreme values theories in finance. She has published work on both areas in leading journals in finance and economics. Tab Content 6Author Website:Countries AvailableAll regions |
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