Details
Title
Martingale Pricing
Author(s)
Collin-Dufresne, Pierre ; Keirstead, William ; Ross, Michael
Published in
Equity Derivatives Applications in Risk Management and Investment
Editor(s)
Pages
223-233
Date
1997
Publisher
Risk Publications
ISBN
978-1899332168
Note
Abstract of the book: Tracks the evolution of the reinvention of the equity derivatives market, focusing on the major product and application innovations -Overview of corporate uses, investment and portfolio strategies, valuation and risk analysis -New approaches in corporate finance and investment
Laboratories
SFI-PCD
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > SFI-PCD - Full Prof. Collin-Dufresne Chair
Work outside EPFL
Book chapters
Work outside EPFL
Book chapters
Record creation date
2013-08-09