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Book
Asset pricing theory
Available to read in the library!
Overview
\"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.
Publisher
Princeton University Press
ISBN
9780691139852, 0691139857
Item info:
1
item available
1
item total in all locations
| Call Number | Copies | Material | Location |
|---|---|---|---|
| HG4636.S55 2009 | 1 | BOOK | AUTOSTORE |
