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CLASSIFICATION:
H - Social Science
SUBJECT:
Mathematical models
AUTHOR:
Lo, Andrew W.
LANGUAGE:
English
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CLASSIFICATION:
H - Social Science
SUBJECT:
Mathematical models
AUTHOR:
Lo, Andrew W.
LANGUAGE:
English
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Static asset-pricing models
出版 2007
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Dynamic asset-pricing models
出版 2007
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Continuous-time methods and market microstructure
出版 2007
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Trading volume implications of an intertemporal capital asset pricing model
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Lo, Andrew W.
出版 2001
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Pricing and hedging derivative securities in incomplete markets an E-arbitrage approach
由
Bertsimas, Dimitris
出版 1997
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CAMPUS
Diliman
5
DATABASE
Union Catalog (Buklod)
5
UNIT LIBRARY
School of Economics
5
YEAR OF PUBLICATION
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CLASSIFICATION
H - Social Science
SUBJECT
Mathematical models
Capital assets pricing model
3
Investments
3
Finance
2
Arbitrage
1
Derivative securities
1
Econometric models
1
Hedging (Finance)
1
Money market
1
Options (Finance)
1
Portfolio management
1
Pricing
1
Stock exchanges
1
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AUTHOR
Lo, Andrew W.
Bertsimas, Dimitris
1
Kogan, Leonid
1
Wang, Jiang
1
RESOURCE TYPE
图书
5
LANGUAGE
English
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