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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:
Finance - Mathematical models. -
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 Press,c2009. - 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) :NT1595
LCCN: 2008039426
Nat. Bib. No.: GBA8D6815bnbSubjects--Topical Terms:
557653
Finance
--Mathematical models.
LC Class. No.: HG4636 / .S55 2009
Dewey Class. No.: 338.4/30001
Asset pricing theory /
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http://www.loc.gov/catdir/toc/ecip0827/2008039426.html
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