Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- 21 Equilibrium in Multidate Security Markets
- 22 Multidate Arbitrage and Positivity
- 23 Dynamically Complete Markets
- 24 Valuation
- Part Eight Martingale Property of Security Prices
- Index
24 - Valuation
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- 21 Equilibrium in Multidate Security Markets
- 22 Multidate Arbitrage and Positivity
- 23 Dynamically Complete Markets
- 24 Valuation
- Part Eight Martingale Property of Security Prices
- Index
Summary
- Type
- Chapter
- Information
- Principles of Financial Economics , pp. 241 - 244Publisher: Cambridge University PressPrint publication year: 2000