✦ LIBER ✦

THE CAPM, THE APT AND A CONTINGENT CLAIMS MODEL OF A SECURITIES HOUSE

✍ Scribed by Andrew Clare

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comparison of the APT and CAPM a note

✍ Robert Jarrow; Andrew Rudd 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 345 KB

A note on the valuation of contingent cl

✍ S.J. Dilworth 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 268 KB

Reinsurance, Taxes, and Efficiency: A Co

✍ James R. Garven; Henri Loubergé 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 226 KB

A theoretical framework for the pricing

✍ Denis, Laurent; Martini, Claude 📂 Article 📅 2006 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 232 KB

On the Pricing of Contingent Claims with

✍ A. Bensoussan; H. Julien 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 248 KB

The market value of preventive activitie

✍ Louis Eeckhoudt; Philippe Godfroid 📂 Article 📅 1998 🏛 Springer Vienna 🌐 English ⚖ 512 KB