Asset pricing theory /
"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...
| Κύριος συγγραφέας: | Σκιαδάς, Κωστής. |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Στοιχεία έκδοσης: |
Princeton :
Princeton University Press,
c2009.
|
| Σειρά: |
Princeton series in finance.
|
| Ταξινομικός αριθμός: |
338.4΄30001 ΣΚΙ |
| Θέματα: | |
| Διαθέσιμο Online: |
http://www.loc.gov/catdir/toc/ecip0827/2008039426.html |
| Ετικέτες: |
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| Περίληψη: |
"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. |
|---|---|
| Φυσική περιγραφή: |
xv, 346 σ. : εικ. ; 25 εκ. |
| Βιβλιογραφία: |
Περιέχει βιβλιογραφία και ευρετήριο. |
| ISBN: |
9780691139852 (hardcover : alk. paper) 0691139857 (hardcover : alk. paper) |