Finance Theory and Asset Pricing
Seiten
1995
Clarendon Press (Verlag)
978-0-19-877398-6 (ISBN)
Clarendon Press (Verlag)
978-0-19-877398-6 (ISBN)
- Titel ist leider vergriffen;
keine Neuauflage - Artikel merken
Zu diesem Artikel existiert eine Nachauflage
This concise guide to financial-asset pricing theory assumes a basic knowledge of graduate-level microeconomic theory. It explores the fundamental ideas that underlie competitive financial-asset pricing models with symmetric information.
This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two date and multi-date models; and provides a range of examples from the literature.
This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two date and multi-date models; and provides a range of examples from the literature.
| Erscheint lt. Verlag | 13.4.1995 |
|---|---|
| Zusatzinfo | line figures, bibliography |
| Verlagsort | Oxford |
| Sprache | englisch |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 0-19-877398-6 / 0198773986 |
| ISBN-13 | 978-0-19-877398-6 / 9780198773986 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Allgemeines Steuerrecht, Abgabenordnung, Umsatzsteuer
Buch (2024)
Springer Gabler (Verlag)
CHF 39,20
Grundlagen, Beispiele, Übungsaufgaben mit Musterlösungen
Buch | Softcover (2024)
Vahlen (Verlag)
CHF 34,85
