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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| LEADER | 02420cam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | 1/43773 | ||
| 008 | 130905s2009 enka b 001 0 eng | ||
| 020 | |a 9780691139852 (hardcover : alk. paper) | ||
| 020 | |a 0691139857 (hardcover : alk. paper) | ||
| 035 | |l 46702 | ||
| 040 | |a DLC |c DLC |d BTCTA |d GR-PeUP | ||
| 082 | 0 | 0 | |a 338.4΄30001 ΣΚΙ |
| 100 | 1 | |a Σκιαδάς, Κωστής. | |
| 245 | 1 | 0 | |a Asset pricing theory / |c Costis Skiadas. |
| 260 | |a Princeton : |b Princeton University Press, |c c2009. | ||
| 300 | |a xv, 346 σ. : |b εικ. ; |c 25 εκ. | ||
| 490 | 1 | |a Princeton series in finance ; | |
| 504 | |a Περιέχει βιβλιογραφία και ευρετήριο. | ||
| 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 | 4 | |a Capital assets pricing model. | |
| 650 | 4 | |a Finance |x Mathematical models. | |
| 830 | |a Princeton series in finance. | ||
| 852 | |a INST |b UNIPILB |c MAIN |e 20130905 |h 338.4΄30001 ΣΚΙ |p 00169387 |q 00169387 |t LOAN |y 0 |4 1 | ||
| 856 | 4 | 1 | |3 Table of contents only |u http://www.loc.gov/catdir/toc/ecip0827/2008039426.html |
| 856 | 4 | |d /webopac/covers/03/46702_9780691139852.jpg |z (hardcover : alk. paper) | |
| 856 | 4 | |d /webopac/covers/03/46702_0691139857.jpg |z (hardcover : alk. paper) | |