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Financial Asset Pricing Theory

Author: Claus Munk
Publisher: Oxford : Oxford UP, 2013 (ca. 21. März)
Edition/Format:   Print book : EnglishView all editions and formats
Publication:Financial asset pricing theory.
Database:WorldCat
Summary:

The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability  Read more...

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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Claus Munk
ISBN: 9780199585496 0199585490 9780198716457 0198716451
OCLC Number: 816312244
In: Munk, Claus
Description: ca. 536 S
Contents: Preface ; 1. Introduction and Overview ; 2. Uncertainty, Information, and Stochastic Processes ; 3. Portfolios, Arbitrage, and Market Completeness ; 4. State Prices ; 5. Preferences ; 6. Individual Optimality ; 7. Market Equilibrium ; 8. Basic Consumption-Based Asset Pricing ; 9. Advanced Consumption-Based Asset Pricing ; 10. Factor Models ; 11. The Economics of the Term Structure of Interest Rates ; 12. Risk-Adjusted Probabilities ; 13. Derivatives ; Appendix A. A Review of Basic Probability Concepts ; Appendix B. Results on the Lognormal Distribution ; Appendix C. Results from Linear Algebra
Responsibility: Claus Munk.

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Financial Asset Pricing Theory is a rigorous, yet eminently accessible, textbook at the frontier of modern asset pricing theory with applications in portfolio management, the term structure of Read more...

 
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