New methods for the arbitrage pricing theory and the present value model

著者

• Mei, Jianping

書誌事項

New methods for the arbitrage pricing theory and the present value model

Jianping Mei

World Scientific, c1994

注記

Originally presented as the author's thesis (Ph.D.--Princeton University, 1990)

Includes bibliographical references

詳細情報

• NII書誌ID(NCID): BA24321396
• ISBN:
  • 9810218397
• LCCN: 94033897
• 出版国コード: si
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Singapore
• ページ数/冊数: x, 111 p.
• 大きさ: 23 cm
• 分類:
  • LCC : HG6041
  • DC20 : 332.64/5
• 件名:
  • LCSH : Speculation -- Mathematical models
  • LCSH : Arbitrage -- Mathematical models