000 | 00925cam a2200229 a 4500 | ||
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999 |
_c54573 _d54573 |
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003 | BD-DhIDS | ||
005 | 20181130160048.0 | ||
008 | 181128s1992 sw ||||| |||| 00| 0 eng d | ||
040 |
_aBD-DhIDS _cBD-DhIDS _dBD-DhIDS |
||
086 | _aSE Sto. U IIES SP-515 | ||
100 | 1 | _aBentzen, Eric | |
110 | 2 |
_aInstitute for International Economic Studies _bUniversity of Stockholm |
|
245 | 1 | 4 |
_aThe intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes / _cEric Bentzen |
260 |
_aStockholm : _bInstitute for International Economic Studies (IIES) , _c1992 |
||
300 |
_a16, [5]p. : _bill. ; _c28 cm. |
||
490 |
_aSeminar paper (University of Stockholm, Institute for International Economic Studies,) _vno. 515 |
||
504 | _aIncludes bibliographical references. | ||
650 | 0 | 4 |
_aCapital _xAsset _xPricing _xModell |
650 | 0 | 4 | _aPoisson process |
650 | 0 | 4 | _aRate risk |
942 |
_2ddc _cDC |