國立虎尾科技大學 |

Asset pricing for dynamic economies /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Asset pricing for dynamic economies // Sumru Altug and Pamela Labadie.
作者:	Altug, Sumru,
其他作者:	Labadie, Pamela,
面頁冊數:	1 online resource (xvi, 584 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Capital assets pricing model. -
電子資源:	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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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
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