Essays on capital markets : application of pricing kernels to derivatives pricing and asset allocation

Author(s)

• Jung, Jin G.

Bibliographic Information

Essays on capital markets : application of pricing kernels to derivatives pricing and asset allocation

by Jin G. Jung

UMI Dissertation Services, 2000

Note

Reprint. Description based on: 2002 xerographic processing copy

Thesis (Ph.D.)--University of Massachusetts, 2000

Bibliography: p. 219-223

UMI number: 9988804

Details

• NCID: BA58931059
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: xiv, 223 p.
• Size: 23 cm