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Theory of Asset Pricing

Theory of Asset Pricing
Format : Softcover
ISBN : 032112720X
ISBN13 : 9780321127204
Our ISBN : 0321495365
Our ISBN13 : 9780321495365
Publisher(s) : Addison Wesley
Pub. Date : Feb 2007
Edition : 1st
Author(s) : George Pennacchi
Subject : Business & Economics / Accounting & Finance
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 Its 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.

For all readers interested in asset valuation.

This is an International Edition. This book is brand new and in English. The cover may look different but the book content is 100% the same, page by page and word for word. Printed in original color on high quality paper. Identical to US Edition.

Price : $60.00

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