The Resource Asset pricing theory, Costis Skiadas

Asset pricing theory, Costis Skiadas

Label
Asset pricing theory
Title
Asset pricing theory
Statement of responsibility
Costis Skiadas
Creator
Subject
Language
eng
Summary
"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."--Jacket
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1965-
http://library.link/vocab/creatorName
Skiadas, Costis
Illustrations
illustrations
Index
index present
LC call number
HG4636
LC item number
.S55 2009
Literary form
non fiction
Nature of contents
bibliography
Series statement
Princeton series in finance.
http://library.link/vocab/subjectName
  • Capital assets pricing model
  • Finance
  • Capital assets pricing model
  • Finance
  • Prijstheorie
  • Portfolio-theorie
  • Capital-Asset-Pricing-Modell
  • Optionspreistheorie
  • Neoklassische Theorie
Label
Asset pricing theory, Costis Skiadas
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 327-339) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
25 cm.
Extent
xv, 346 pages
Isbn
9780691139852
Isbn Type
(hardcover : alk. paper)
Lccn
2008039426
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)249135378
  • (OCoLC)ocn249135378
Label
Asset pricing theory, Costis Skiadas
Publication
Bibliography note
Includes bibliographical references (p. 327-339) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
25 cm.
Extent
xv, 346 pages
Isbn
9780691139852
Isbn Type
(hardcover : alk. paper)
Lccn
2008039426
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)249135378
  • (OCoLC)ocn249135378

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