國立虎尾科技大學 |

Asset pricing for dynamic economies /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Asset pricing for dynamic economies // Sumru Altug and Pamela Labadie.
Author:	Altug, Sumru,
other author:	Labadie, Pamela,
Description:	1 online resource (xvi, 584 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Capital assets pricing model. -
Online resource:	https://doi.org/10.1017/CBO9780511753909
ISBN:	9780511753909 (ebook)

Asset pricing for dynamic economies /
Altug, Sumru,

Asset pricing for dynamic economies /Sumru Altug and Pamela Labadie. - 1 online resource (xvi, 584 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix.

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie

ISBN: 9780511753909 (ebook)Subjects--Topical Terms:

576533
Capital assets pricing model.

LC Class. No.: HG4636 / .A448 2008

Dewey Class. No.: 332.6

Asset pricing for dynamic economies /
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245 1 0 $a Asset pricing for dynamic economies / $c Sumru Altug and Pamela Labadie.
264 1 $a Cambridge : $b Cambridge University Press, $c 2008.
300 $a 1 online resource (xvi, 584 pages) : $b digital, PDF file(s).
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 $a 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix.
520 $a This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie
650 0 $a Capital assets pricing model. $3 576533
700 1 $a Labadie, Pamela, $d 1953- $e author. $3 1439499
776 0 8 $i Print version: $z 9780521875851
856 4 0 $u https://doi.org/10.1017/CBO9780511753909