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Ser-Huang Poon, Richard C. Stapleton, "Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance)"

This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes and in cases where risk neutral valuation relationship does not exist, multi-period asset pricing under rational expectations, forward and futures contracts on assets and derivatives, and bond pricing under stochastic interest rates. All the proofs, including a discrete time proof of the Libor market model, are shown explicitly.

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	Economics/Finances A Behavioral Approach to Asset Pricing Hersh Shefrin, "A Behavioral Approach to Asset Pricing" Academic Press; Har/Cdr edition (January 21, 2005) \| ISBN:0126393710 \| 496 pages \| PDF \| 1,9 Mb MIRROR :
	Business/Investing Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Stochastic Calculus for Finance ISpringer \| 2004-04-21 \| ISBN: 0387401008 \| 250 pages \| DjVu \| 2,4 MBThe book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its pr ...
	Economics/Finances Handbook of the Economics of Finance: Financial Markets and Asset Pricing Volume 1B Handbook of the Economics of Finance: Financial Markets and Asset Pricing Volume 1B Publisher: North Holland \| Pages: 640 \| 2003-09-01 \| ISBN 0444513639 \| PDF \| 4 MBVolume 1B covers the economics of financial markets: the saving and i ...
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