Language:
English
繁體中文
Help
圖資館首頁
Login
Back
Switch To:
Labeled
|
MARC Mode
|
ISBD
Financial asset pricing theory /
~
Munk, Claus.
Financial asset pricing theory /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Financial asset pricing theory /Claus Munk.
Author:
Munk, Claus.
Published:
Oxford :Oxford University Press,2013.
Description:
vii, 585 pages :illustrations ;25 cm.
Subject:
Capital assets pricing model.
ISBN:
9780199585496 (hbk.) :
Financial asset pricing theory /
Munk, Claus.
Financial asset pricing theory /
Claus Munk. - Oxford :Oxford University Press,2013. - vii, 585 pages :illustrations ;25 cm.
Includes bibliographical references and index.
Machine generated contents note: 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.
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models 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.
ISBN: 9780199585496 (hbk.) :NT$3550
LCCN: 2012360331Subjects--Topical Terms:
187119
Capital assets pricing model.
Financial asset pricing theory /
LDR
:01329cam 22001935a 4500
001
435457
005
20130821171136.0
008
141126s2013 enka b 001 0 eng
010
$a
2012360331
020
$a
9780199585496 (hbk.) :
$c
NT$3550
020
$a
0199585490 (hbk.)
035
$a
17860380
040
$a
DLC
$c
DLC
042
$a
pcc
100
1
$a
Munk, Claus.
$3
577431
245
1 0
$a
Financial asset pricing theory /
$c
Claus Munk.
260
$a
Oxford :
$b
Oxford University Press,
$c
2013.
300
$a
vii, 585 pages :
$b
illustrations ;
$c
25 cm.
504
$a
Includes bibliographical references and index.
505
0
$a
Machine generated contents note: 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.
520
$a
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models 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.
650
0
$a
Capital assets pricing model.
$3
187119
based on 0 review(s)
ALL
專案借書
Items
1 records • Pages 1 •
1
Inventory Number
Location Name
Item Class
Material type
Call number
Usage Class
Loan Status
No. of reservations
Opac note
Attachments
320000653636
專案借書
計畫用書三年
一般圖書
HG4636 M966 2013
一般使用(Normal)
[NT 15000113]
0
1 records • Pages 1 •
1
Reviews
Add a review
and share your thoughts with other readers
Export
pickup library
Processing
...
Change password
Login