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Finance theory and asset pricing

Frank Milne

Oxford Clarendon Press New York Oxford University Press 1995

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B21.24.25 ) e outros locais(Acessar)

  • Título:
    Finance theory and asset pricing
  • Autor: Frank Milne
  • Assuntos: Finance -- Mathematical models; Capital assets pricing model; Modelo de precios de activos reales; Finances -- Modèles mathématiques; Modèle de fixation du prix des actifs; ECONOMIA MATEMÁTICA; Capital-Asset-Pricing-Modell; FINANÇAS (MODELOS MATEMÁTICOS); Assets
  • Notas: Includes bibliographical references (pages 117-121) and index.
  • Descrição: 1. A Brief History of Finance Theory -- 2. Two-Date Models: Complete Markets -- 3. Incomplete Markets with Production -- 4. Arbitrage and Asset-Pricing: Induced-Preference Approach -- 5. Martingale Pricing Methods -- 6. Representative Consumers -- 7. Diversification and Asset-Pricing -- 8. Multiperiod Asset-Pricing: Complete Markets -- 9. General Asset-Pricing in Complete Markets -- 10. Multiperiod Asset-Pricing: Incomplete Asset-Markets.
    This book 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, representative agent pricing models; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature.
  • Editor: Oxford Clarendon Press New York Oxford University Press
  • Data de criação/publicação: 1995
  • Formato: 128 pages illustrations 23 cm.
  • Idioma: Inglês
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  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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