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Asset pricing theory /

Skiadas, Costis, (1965-.)

Asset pricing theory /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Asset pricing theory // Costis Skiadas.
Author:	Skiadas, Costis,
Published:	Princeton :Princeton University Press, : c2009.,
Description:	xv, 346 p. :ill. ; : 25 cm.;
Subject:	Finance - Mathematical models. -
Online resource:	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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020 $a 9780691139852 (Cloth) : $c NT1595
020 $a 0691139857 (Cloth)
035 $a (OCoLC)ocn249135378
035 $a lc15447656
040 $a DLC $c DLC $d BTCTA $d UKM $d YDXCP $d C $d CDX $d BWX $d NLGGC $d IOJ $d UX1 $d SNK $d HEBIS $c NFU $d DLC
050 0 0 $a HG4636 $b .S55 2009
082 0 0 $a 338.4/30001 $2 22
100 1 $a Skiadas, Costis, $d 1965-. $3 720253
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 Finance $x Mathematical models. $3 557653
650 0 $a Capital assets pricing model. $3 576533
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