Book

Asset pricing theory

Skiadas, Costis, 1965-

نظرة عامة

\"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.

• الناشر: Princeton University Press
• موضوع: Capital assets pricing model. / Finance Mathematical models.
• ISBN: 9780691139852, 0691139857

نسخة متاحة:

1 العنصر متاح

1 إجمالي العنصر في جميع المواقع

المقتنيات:

اتصل بالرقم	نسخ	مواد	موقع
HG4636.S55 2009	1	BOOK	AUTOSTORE