Theory of Asset Pricing 在线电子书 图书标签: 金融 资产定价 金融经济学 数学 博士用书 金融学-金融数学 金融学 Finance
发表于2024-12-28
Theory of Asset Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
适合自学用。
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评分适合自学用。
评分好讨厌阿好讨厌阿,必须要把这本书看完,矩阵阿、离散概率阿、复期投资组合阿……MBBBB阿……
评分好讨厌阿好讨厌阿,必须要把这本书看完,矩阵阿、离散概率阿、复期投资组合阿……MBBBB阿……
Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing.
Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Claims Pricing: Basics of Derivative Pricing; Essentials of Diffusion Processes and Itô’s Lemma; Dynamic Hedging and PDE Valuation; Arbitrage, Martingales, Pricing Kernels; Mixing Diffusion and Jump Processes; Asset Pricing in Continuous Time: Continuous-Time Consumption and Portfolio Choice; Equilibrium Asset Returns; Time-Inseparable Utility; Additional Topics in Asset Pricing: Behavioral Finance and Asset Pricing; Asset Pricing with Differential Information; Models of the Term Structure of Interest Rates; Models of Default Risk.
MESSAGE: For all readers interested in asset valuation.
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Theory of Asset Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024