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Asset Pricing in Discrete Time
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TOTAL DOCUMENTS
7
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Published By Oxford University Press
9780199271443
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FORWARD AND FUTURES PRICES OF CONTINGENT CLAIMS
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0006
◽
2005
◽
pp. 97-112
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Contingent Claims
◽
Futures Prices
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ASSET PRICES IN A SINGLE-PERIOD MODEL
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0001
◽
2005
◽
pp. 1-18
◽
Cited By ~ 1
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Asset Prices
◽
Single Period
◽
Period Model
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Risk Aversion, Background Risk, and the Pricing Kernel
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0002
◽
2005
◽
pp. 19-38
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Risk Aversion
◽
Background Risk
◽
Pricing Kernel
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VALUATION OF CONTINGENT CLAIMS: EXTENSIONS
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0004
◽
2005
◽
pp. 57-76
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Contingent Claims
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BOND PRICING, INTEREST-RATE PROCESSES, AND THE LIBOR MARKET MODEL
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0007
◽
2005
◽
pp. 113-131
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Interest Rate
◽
Market Model
◽
Bond Pricing
◽
Libor Market Model
◽
Rate Processes
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MULTI-PERIOD ASSET PRICING
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0005
◽
2005
◽
pp. 77-96
◽
Cited By ~ 2
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Asset Pricing
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OPTION PRICING IN A SINGLE-PERIOD MODEL
Asset Pricing in Discrete Time
◽
10.1093/0199271445.003.0003
◽
2005
◽
pp. 39-56
Author(s):
Ser-Huang Poon
◽
Richard Stapleton
Keyword(s):
Option Pricing
◽
Single Period
◽
Period Model
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