Share
Finance Theory and Asset Pricing (Vienna Institute for Advanced Studies) (in English)
Frank Milne (Author)
·
Oup Oxford
· Paperback
Finance Theory and Asset Pricing (Vienna Institute for Advanced Studies) (in English) - Frank Milne
$ 157.43
$ 196.79
You save: $ 39.36
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Wednesday, June 05 and
Thursday, June 06.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "Finance Theory and Asset Pricing (Vienna Institute for Advanced Studies) (in English)"
Finance Theory and Asset Pricing 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, and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multiperiod models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
✓ Producto agregado correctamente al carro, Ir a Pagar.
