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Head of the Research Center for Financial Engineering,
Institute of Economic Research, Kyoto University
Professor Takeaki Kariya

 

Books

Asset Pricing -Discrete Time Approach-

Author
Publishing Company
Publishing Date

Takeaki Kariya and Regina Y. Liu
Kluwer Academic Publishers
2002

yContentsz
Chapter 1 Introduction
Chapter 2 Option, Futures and Other Derivatives
Chapter 3 Basic Probability Theory
Chapter 4 Pricing Models for Financial Assets
Chapter 5 General No-Arbitrage Price Theory
Chapter 6 Model Specifications in Applications
Chapter 7 Valuation of Derivatives via Monte Carlo Methods
Chapter 8 Stock Option Theory and Its Applications
Chapter 9 Currency Options
Chapter 10 The Term Structure of Spot Rates
Chapter 11 The HJM Model For Bonds and Its Applications
Chapter 12 Pricing Defaultable Bonds
Chapter 13 Valuation of CD with Transfer Option
Chapter 14 Pricing Mortgage-Backed Securities
 

 

Introduction

The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of ASSET PRICING -DISCRETE TIME APPROACH- is to provide a systematic exposition, with practical application, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. Useful as a textbook on financial asset pricing, this book will also appeal to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science.

 

Copyright (c) 2001 FE-KyotoU All Rights Reserved.