Asset Pricing in Discrete Time
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Published By Oxford University Press

9780199271443
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FORWARD AND FUTURES PRICES OF CONTINGENT CLAIMS

2005 ◽  
pp. 97-112
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Contingent Claims ◽  
Futures Prices

ASSET PRICES IN A SINGLE-PERIOD MODEL

2005 ◽  
pp. 1-18 ◽  
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Asset Prices ◽  
Single Period ◽  
Period Model

Risk Aversion, Background Risk, and the Pricing Kernel

2005 ◽  
pp. 19-38
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Risk Aversion ◽  
Background Risk ◽  
Pricing Kernel

VALUATION OF CONTINGENT CLAIMS: EXTENSIONS

2005 ◽  
pp. 57-76
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Contingent Claims

MULTI-PERIOD ASSET PRICING

2005 ◽  
pp. 77-96 ◽  
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Asset Pricing

OPTION PRICING IN A SINGLE-PERIOD MODEL

2005 ◽  
pp. 39-56
Author(s):  
Ser-Huang Poon ◽  
Richard Stapleton
Keyword(s):  
Option Pricing ◽  
Single Period ◽  
Period Model
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