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Asset Pricing Theory
Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilib...
| Autor principal: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
2009.
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| Colección: | Book collections on Project MUSE.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | MdBmJHUP | ||
| 005 | 20230905050655.0 | ||
| 006 | m o d | ||
| 007 | cr||||||||nn|n | ||
| 008 | 110131s2009 nju o 00 0 eng d | ||
| 010 | |z 2008039426 | ||
| 020 | |a 9781400830145 | ||
| 020 | |z 9780691139852 | ||
| 035 | |a (OCoLC)1132664336 | ||
| 040 | |a MdBmJHUP |c MdBmJHUP | ||
| 100 | 1 | |a Skiadas, Costis. | |
| 245 | 1 | 0 | |a Asset Pricing Theory |
| 264 | 1 | |a Princeton : |b Princeton University Press, |c 2009. | |
| 264 | 3 | |a Baltimore, Md. : |b Project MUSE, |c 2020 | |
| 264 | 4 | |c ©2009. | |
| 300 | |a 1 online resource (368 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Princeton series in finance | |
| 505 | 0 | |a Cover; Title Page; Copyright Page; Table of Contents; Preface; Notation and Conventions; PART ONE: SINGLE-PERIOD ANALYSIS; Chapter One: Financial Market and Arbitrage; Chapter Two: Mean-Variance Analysis; Chapter Three: Optimality and Equilibrium; Chapter Four: Risk Aversion; PART TWO: DISCRETE DYNAMICS; Chapter Five: Dynamic Arbitrage Pricing; Chapter Six: Dynamic Optimality and Equilibrium; PART THREE: MATHEMATICAL BACKGROUND; Appendix A: Optimization Principles; Appendix B: Discrete Stochastic Analysis; B.1 Events, Random Variables, Expectation; B.2 Algebras and Measurability. | |
| 505 | 0 | |a B.3 Conditional ExpectationB. 4 Stochastic Independence; B.5 Filtration, Stopping Times and Stochastic Processes; B.6 Martingales; B.7 Predictable Martingale Representation; B.8 Change of Measure and Martingales; B.9 Markov Processes; B.10 Exercises; B.11 Notes; Bibliography; Index. | |
| 520 | |a Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark. | ||
| 588 | |a Description based on print version record. | ||
| 650 | 1 | 7 | |a Portfolio-theorie. |2 gtt |
| 650 | 1 | 7 | |a Prijstheorie. |2 gtt |
| 650 | 7 | |a Optionspreistheorie |2 gnd | |
| 650 | 7 | |a Neoklassische Theorie |2 gnd | |
| 650 | 7 | |a Capital-Asset-Pricing-Modell |2 gnd | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Capital assets pricing model. |2 fast |0 (OCoLC)fst00846288 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Industries |x General. |2 bisacsh | |
| 650 | 6 | |a Finances |x Modeles mathematiques. | |
| 650 | 6 | |a Modele d'evaluation des actifs financiers. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Capital assets pricing model. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a Project Muse. |e distributor | |
| 830 | 0 | |a Book collections on Project MUSE. | |
| 856 | 4 | 0 | |z Texto completo |u https://projectmuse.uam.elogim.com/book/64830/ |
| 945 | |a Project MUSE - Custom Collection | ||
| 945 | |a Project MUSE - Archive Complete Supplement VIII | ||
| 945 | |a Project MUSE - Archive Political Science and Policy Studies Supplement VIII | ||