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| Material Type: | Internet resource |
|---|---|
| Document Type: | Book, Internet Resource |
| All Authors / Contributors: |
Sumru Altug; Pamela Labadie |
| ISBN: | 9780521875851 0521875854 9780521699143 0521699142 |
| OCLC Number: | 213400650 |
| Description: | xvi, 584 p. ; 25 cm. |
| Contents: | 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix. |
| Responsibility: | Sumru Altug and Pamela Labadie. |
| More information: |
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