skip to content
Finance theory and asset pricing Preview this item
ClosePreview this item

Finance theory and asset pricing

Author: Frank Milne
Publisher: Oxford : Clarendon Press ; New York : Oxford University Press, 1995.
Edition/Format:   Book : EnglishView all editions and formats
Summary:
This book provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Frank Milne
ISBN: 0198773978 9780198773979 0198773986 9780198773986
OCLC Number: 31132660
Description: 128 p. : ill. ; 23 cm.
Contents: 1. A Brief History of Finance Theory --
2. Two-Date Models: Complete Markets --
3. Incomplete Markets with Production --
4. Arbitrage and Asset-Pricing: Induced-Preference Approach --
5. Martingale Pricing Methods --
6. Representative Consumers --
7. Diversification and Asset-Pricing --
8. Multiperiod Asset-Pricing: Complete Markets --
9. General Asset-Pricing in Complete Markets --
10. Multiperiod Asset-Pricing: Incomplete Asset-Markets.
Responsibility: Frank Milne.
More information:

Abstract:

This book provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


<http://www.worldcat.org/oclc/31132660>
library:oclcnum"31132660"
library:placeOfPublication
library:placeOfPublication
library:placeOfPublication
owl:sameAs<info:oclcnum/31132660>
rdf:typeschema:Book
rdfs:seeAlso
rdfs:seeAlso
rdfs:seeAlso
rdfs:seeAlso
schema:about
rdf:typeschema:Intangible
schema:name"Immobilisations--Prix."
schema:about
rdf:typeschema:Intangible
schema:name"Finances--Modèles mathématiques."
schema:about
schema:about
rdf:typeschema:Intangible
schema:name"Mathématiques financières."
schema:about
rdf:typeschema:Intangible
schema:name"Modèle de fixation du prix des actifs."
schema:about
schema:about
schema:about
rdf:typeschema:Intangible
schema:name"Finances--Modèles mathématiques."
schema:about
schema:about
schema:about
rdf:typeschema:Intangible
schema:name"Modèle de fixation du prix des actifs."
schema:about
rdf:typeschema:Intangible
schema:name"Modelo de precios de activos reales"
schema:about
rdf:typeschema:Intangible
schema:name"Capital-Asset-Pricing-Modell"
schema:about
schema:about
schema:about
schema:author
schema:datePublished"1995"
schema:description"This book provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature."
schema:description"1. A Brief History of Finance Theory -- 2. Two-Date Models: Complete Markets -- 3. Incomplete Markets with Production -- 4. Arbitrage and Asset-Pricing: Induced-Preference Approach -- 5. Martingale Pricing Methods -- 6. Representative Consumers -- 7. Diversification and Asset-Pricing -- 8. Multiperiod Asset-Pricing: Complete Markets -- 9. General Asset-Pricing in Complete Markets -- 10. Multiperiod Asset-Pricing: Incomplete Asset-Markets."
schema:inLanguage"en"
schema:name"Finance theory and asset pricing"
schema:numberOfPages"128"
schema:publisher
schema:publisher
Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.