bokomslag Theory of Asset Pricing
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Theory of Asset Pricing

George Pennacchi

Häftad

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  • 457 sidor
  • 2007
  • Serie: Addison-Wesley Series in Finance
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 Ito'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.
  • Författare: George Pennacchi
  • Format: Häftad
  • Upplaga: 1
  • ISBN: 9780321127204
  • Språk: Engelska
  • Antal sidor: 457
  • Utgivningsdatum: 2007-01-31
  • Del i serien: Addison-Wesley Series in Finance
  • Förlag: Financial Times/Prentice Hall

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