How Long to Read Continuous-Time Asset Pricing Theory

How Long Does it Take to Read Continuous-Time Asset Pricing Theory?

It takes the average reader 7 hours and 49 minutes to read Continuous-Time Asset Pricing Theory by Robert A. Jarrow

Assuming a reading speed of 250 words per minute. Learn more

Description

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students. These topics are derivatives pricing and hedging (the Black–Scholes–Merton, the Heath–Jarrow–Morton, and the reduced-form credit risk models), multiple-factor models, characterizing systematic risk, portfolio optimization, market efficiency, and equilibrium (capital asset and consumption) pricing models. This book fills this gap, presenting the relevant topics from mathematical finance, but aimed at Economics and Business School students with strong mathematical backgrounds.

How long is Continuous-Time Asset Pricing Theory?

Continuous-Time Asset Pricing Theory by Robert A. Jarrow is 457 pages long, and a total of 117,449 words.

This makes it 154% the length of the average book. It also has 144% more words than the average book.

How Long Does it Take to Read Continuous-Time Asset Pricing Theory Aloud?

The average oral reading speed is 183 words per minute. This means it takes 10 hours and 41 minutes to read Continuous-Time Asset Pricing Theory aloud.

What Reading Level is Continuous-Time Asset Pricing Theory?

Continuous-Time Asset Pricing Theory is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Continuous-Time Asset Pricing Theory?

Continuous-Time Asset Pricing Theory by Robert A. Jarrow is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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