Asset Pricing in Discrete Time —— A Complete Markets Approach

----- 离散时间资产定价：定价要点探讨

ISBN: 9780199271443 出版年：2005 页码：153 Poon, Ser-Huang Stapleton, Richard Oxford University Press

1. 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 Index