Finance Theory and Asset Pricing

✍ Scribed by Frank Milne

Publisher: Oxford University Press
Year: 1995
Tongue: English
Leaves: 66
Edition: 1° edition
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two date and multi-date models; and provides a range of examples from the literature.

📜 SIMILAR VOLUMES

Finance Theory and Asset Pricing

📁 Finance Theory and Asset Pricing

✍ Frank Milne 📂 Library 📅 1995 🏛 Oxford University Press 🌐 English

Finance theory and asset pricing

📁 Finance theory and asset pricing

✍ Frank Milne 📂 Library 📅 1995 🏛 Clarendon Press; Oxford University Press 🌐 English

Financial Asset Pricing Theory

📁 Financial Asset Pricing Theory

✍ Claus Munk 📂 Library 📅 2013 🏛 Oxford University Press 🌐 English

Financial Asset Pricing Theory offers a comprehensive overview of the classic and the current research in theoretical asset pricing. Asset pricing is developed around the concept of a state-price deflator which relates the price of any asset to its future (risky) dividends and thus incorpor

Theory and Econometrics of Financial Ass

📁 Theory and Econometrics of Financial Asset Pricing

✍ Kian Guan Lim 📂 Library 📅 2022 🏛 De Gruyter 🌐 English

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of in

Theory and Econometrics of Financial Ass

📁 Theory and Econometrics of Financial Asset Pricing

✍ Kian Guan Lim 📂 Library 📅 2022 🏛 De Gruyter 🌐 English

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investor

Financial Markets and Asset Pricing

📁 Financial Markets and Asset Pricing

✍ G.M. Constantinides, M. Harris and R.M. Stulz (Eds.) 📂 Library 📅 2003 🏛 North Holland 🌐 English

Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure