Find a copy online
Links to this item
bvbr.bib-bvb.de Inhaltsverzeichnis
Find a copy in the library
Finding libraries that hold this item...
Details
| 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: |
Reviews
Publisher Synopsis
'The team of Altug and Labadie have produced another superb book. Their first book sits on my book shelf where it is easy to reach. This second one will too.' William A. Brock, University of Wisconsin, Madison 'This is an excellent text from many perspectives. Concepts and model constructs discussed are clearly and precisely laid out, always in the context of ample intuition. All the necessary understanding is built up from scratch in the early chapters of the book, giving the reader an excellent preparation for later chapters. As an introduction to general equilibrium macro-modeling cum asset pricing, it is exceptional, most especially for beginning researchers. Important empirical aspects are featured as well.' John Donaldson, Columbia Business School '... a major synthesis of the disciplines and could serve as a comprehensive guide to the new graduate student who wants to understand the mainstream tools and models for economists. ... the authors did a magnificent job of integrating the macro and financial theories into a coherent whole. The mathematics is beautiful, complete and well stated. ... Asset Pricing for Dynamic Economies may be useful to anyone who wants to understand the history of economic thought.' Communications and Strategies Read more...
