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Liquidity risk and arbitrage pricing theory

Cetin, Umut and Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few and Lee, Alice C. and Lee, John, (eds.) Handbook of Quantitative Finance and Risk Management. Springer, New York, USA. ISBN 9780387771168

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Identification Number: 10.1007/978-0-387-77117-5
Item Type: Book Section
Official URL: http://www.springer.com/
Additional Information: © 2010 Springer Science+Business Media, LLC
Subjects: H Social Sciences > HG Finance
Q Science > QA Mathematics
Sets: Departments > Statistics
Date Deposited: 17 Sep 2010 15:59
Last Modified: 01 Oct 2010 09:37
URI: http://eprints.lse.ac.uk/id/eprint/29412

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