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Financial asset pricing theory /

~

Munk, Claus.

Financial asset pricing theory /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial asset pricing theory /Claus Munk.
作者:	Munk, Claus.
出版者:	Oxford :Oxford University Press,2013.
面頁冊數:	vii, 585 pages :illustrations ;25 cm.
標題:	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

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