Theory of Asset Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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George Pennacchi 作者

Pearson

译者

2007-2-10 出版日期

400 页数

USD 168.00 价格

Paperback

丛书系列

9780321127204 图书编码

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

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Theory of Asset Pricing 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Theory of Asset Pricing 在线电子书著者简介

Theory of Asset Pricing 在线电子书图书目录

Theory of Asset Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Theory of Asset Pricing 在线电子书图书描述

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.

Theory of Asset Pricing 在线电子书下载 mobi epub pdf txt 在线电子书下载

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