Kerry Back
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Kerry Back
Asset Pricing and Portfolio Choice Theory
In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing.
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Kerry Back
A Course in Derivative Securities
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming.
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Kerry Back
Marco Frittelli
Tomasz R. Bielecki
Wolfgang J. Runggaldier
Christian Hipp
Shige Peng
Walter Schachermayer
Stochastic Methods in Finance
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003.
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