Image from Amazon.com
Asset pricing theory / Costis Skiadas.
Material type:
TextReference number: 2008039426Series: Princeton series in financePublication details: Princeton : Princeton University Press, c2009. Description: xv, 346 p. : ill. ; 25 cmISBN: 9780691139852; 0691139857Subject(s): Capital assets pricing model | Finance -- Mathematical modelsDDC classification: 338.4/30001 LOC classification: HG4636 | .S55 2009Other classification: 83.11 Online resources: Table of contents only
Contents:
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
| Item type | Current library | Class number | Copy number | Status | Date due | Barcode | Item reservations | |
|---|---|---|---|---|---|---|---|---|
Book
|
Main Library General Shelves | HG4636 .S55 (Browse shelf(Opens below)) | 1 | Available | 2000001517 |
Total reservations: 0
Includes bibliographical references (p. 327-339) and index.
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
There are no comments on this title.
Log in to your account to post a comment.