☰

Business & Money

Theory of Asset Pricing

Sold Out / Out of Stock

Please be aware orders placed now may not arrive in time for Christmas, please check delivery times.

Theory of Asset Pricing
- New
- Mint Condition
- Dispatch same day for order received before 12 noon
- Guaranteed packaging
- No quibbles returns
Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing.

Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Claims Pricing: Basics of Derivative Pricing; Essentials of Diffusion Processes and ItÃ´â€™s Lemma; Dynamic Hedging and PDE Valuation; Arbitrage, Martingales, Pricing Kernels; Mixing Diffusion and Jump Processes; Asset Pricing in Continuous Time: Continuous-Time Consumption and Portfolio Choice; Equilibrium Asset Returns; Time-Inseparable Utility; Additional Topics in Asset Pricing: Behavioral Finance and Asset Pricing; Asset Pricing with Differential Information; Models of the Term Structure of Interest Rates; Models of Default Risk.

MESSAGE: For all readers interested in asset valuation.
Country USA
Brand Pearson
Manufacturer Pearson
Binding Paperback
UnitCount 1
EANs 9780321127204
ReleaseDate 0000-00-00

You might also like...

Asset Pricing

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis)

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis)

The Econometrics of Financial Markets

The Econometrics of Financial Markets

The Theory of Corporate Finance

The Theory of Corporate Finance

Time Series Analysis

Time Series Analysis

Mostly Harmless Econometrics: An Empiricist's Companion

Mostly Harmless Econometrics: An Empiricist's Companion

Game Theory for Applied Economists

Game Theory for Applied Economists

Econometric Analysis (7th Edition)

Econometric Analysis (7th Edition)

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)