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Theory of valuation /
The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Sti...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, NJ :
World Scientific,
©2005.
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| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Acknowledgments; Preface to the Second Edition; Preface to the First Edition; 1 Theory of Valuation: Overview and Recent Developments; The valuation of uncertain income streams and the pricing of options; discussion: Market Incompleteness and the Equilibrium Valuation of Assets; AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES; discussion: Intertemporal Asset Pricing; IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES; discussion: Spanning in Financial Markets.
- A THEORY OF THE TERM STRUCTURE OF INTEREST RATES1discussion: Modeling the Term Structure of Interest Rates in General Equilibrium; OPTIMAL BOND TRADING WITH PERSONAL TAXES*; discussion: Tax Effects on the Pricing of Government Securities; Capital Market Equilibrium with Transaction Costs; Theory of rational option pricing; discussion: Option Pricing Theory and Its Applications; A Simple Approach to Arbitrage Pricing Theory; discussion: Notes on the Arbit.