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Asset pricing for dynamic economies
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Asset pricing for dynamic economies

Author: Sumru Altug; Pamela Labadie
Publisher: New York : Cambridge University Press, ©2008.
Edition/Format:   Book : EnglishView all editions and formats
Summary:

An introduction to general equilibrium modeling in macroeconomics and finance with an emphasis on asset pricing phenomena.

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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.
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'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 Read more...

 
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