Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation

The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principl

The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techn

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and