If you liked Continuous-Time Asset Pricing Theory by Robert A. Jarrow, start with Introduction to Derivative Securities, Financial Markets, and Risk Management (2019), Finance theory (1988), and Jump risks and the intertemporal capital asset pricing model (1983). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Continuous-Time Asset Pricing Theory · Robert A. Jarrow books in order

Recommended next reads

  1. 1 Introduction to Derivative Securities, Financial Markets, and Risk Management 2019 · 880 pages · Robert A. Jarrow, Arka Chatterjea · Same author
  2. 2 Finance theory 1988 · 298 pages · Robert A. Jarrow · Same author
  3. 3 Jump risks and the intertemporal capital asset pricing model 1983 · 26 pages · Robert A. Jarrow · Same author
  4. 4 Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Second Edition) 2019 · 772 pages · Robert A. Jarrow · Same author
  5. 5 Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) 2007 · 336 pages · Robert A. Jarrow, Robert J. Elliott · Same author
  6. 6 Peter Carr Gedenkschrift 2023 · Robert A. Jarrow, Dilip B. Madan · Same author
  7. 7 The economic foundations of risk management 2017 · 189 pages · Robert A. Jarrow · Same author

Frequently asked questions

What should I read after Continuous-Time Asset Pricing Theory?

BookOrb recommends Introduction to Derivative Securities, Financial Markets, and Risk Management (2019), Finance theory (1988), Jump risks and the intertemporal capital asset pricing model (1983), Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Second Edition) (2019), and Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) (2007).

Are there books like Continuous-Time Asset Pricing Theory?

Yes. The list on this page is ranked from the closest matches BookOrb has for Continuous-Time Asset Pricing Theory.

Who wrote Continuous-Time Asset Pricing Theory?

Continuous-Time Asset Pricing Theory is by Robert A. Jarrow.