Asset pricing theory
Auteur :
Skiadas, Costis
Éditeur :
Princeton University Press
ISBN :
9780691139852
Date de publication :
1 mars 2009
Dimensions :
23,5 x 15,2 cm
Poids :
765 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods.