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Book Cover
E-book
Author Munk, Claus

Title Financial asset pricing theory / Claus Munk
Edition 1st ed
Published Oxford : Oxford University Press, 2013

Copies

Description 1 online resource (vii, 585 pages) : illustrations
Contents 1. Introduction and overview -- 2. Uncertainty, information, and stochastic processes -- 3. Portfolios, arbitrage, and market completeness -- 4 .State prices -- 5. Preferences -- 6. Individual optimality -- 7. Market equilibrium -- 8. Basic consumption-based asset pricing -- 9. Advanced consumption-based asset pricing -- 10. Factor models -- 11. The economics of the term structure of interest rates -- 12. Risk-adjusted probabilities -- 13. Derivatives
Summary Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Capital assets pricing model -- Textbooks
Finance -- Mathematical models -- Textbooks
Investments -- Mathematical models -- Textbooks
BUSINESS & ECONOMICS -- Finance.
Capital assets pricing model
Finance -- Mathematical models
Investments -- Mathematical models
Finances.
Preus.
Models matemĂ tics.
Finance and Accounting.
Genre/Form Electronic books
Textbooks
Llibres electrònics.
Form Electronic book
ISBN 9780191654145
0191654140
9780191751790
0191751790