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Asset pricing theory /

Skiadas, Costis, (1965-)

Asset pricing theory /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Asset pricing theory // Costis Skiadas.
作者:	Skiadas, Costis,
出版者:	Princeton ,Princeton University Press : c2009.:,
面頁冊數:	xv, 346 p. :ill. ; : 25 cm.;
標題:	Capital assets pricing model. -
電子資源:	http://www.loc.gov/catdir/toc/ecip0827/2008039426.html
ISBN:	9780691139852 (cloth) :

Asset pricing theory /
Skiadas, Costis,1965-

Asset pricing theory /Costis Skiadas. - Princeton ,Princeton University Pressc2009.: - xv, 346 p. :ill. ;25 cm. - Princeton series in finance. - Princeton series in finance..

Includes bibliographical references (p. 327-339) and index.

Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.

"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." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET.

ISBN: 9780691139852 (cloth) :US$49.50

LCCN: 2008039426

Nat. Bib. No.: GBA8D6815bnb

Nat. Bib. Agency Control No.: 014845219UkSubjects--Topical Terms:

576533
Capital assets pricing model.

LC Class. No.: HG4636 / .S55 2009

Dewey Class. No.: 338.4/30001

Asset pricing theory /
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245 1 0 $a Asset pricing theory / $c Costis Skiadas.
260 # $a Princeton , $c c2009.: $b Princeton University Press
300 $a xv, 346 p. : $b ill. ; $c 25 cm.
490 1 $a Princeton series in finance
504 $a Includes bibliographical references (p. 327-339) and index.
505 0 # $a Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
520 1 $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." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET.
650 # 0 $a Capital assets pricing model. $3 576533
650 # 0 $a Finance $x Mathematical models. $3 557653
830 0 $a Princeton series in finance. $3 719830
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/ecip0827/2008039426.html