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Asset pricing theory
- 作者： Skiadas, Costis, 1965-
- 其他題名：
- Princeton series in finance
- 出版： Princeton : Princeton University Press
- 叢書名： Princeton series in finance
- 主題： Capital assets pricing model , Finance--Mathematical models
- ISBN： 9780691139852 (hardcover : alk. paper) 、 0691139857 (hardcover : alk. paper)
- 資料類型: 圖書
- 內容註: 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.
- 摘要註: "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.
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讀者標籤：
- 系統號： 005051054 | 機讀編目格式
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