Skiadas, Costis, 1965-
Asset pricing theory / Costis Skiadas. - Princeton : Princeton University Press, c2009. - xv, 346 p. : ill. ; 25 cm. - Princeton series in finance . - Princeton series in finance. .
Includes bibliographical references (p. 327-339) and index.
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
9780691139852 0691139857
2008039426
GBA8D6815 bnb
014845219 Uk
Capital assets pricing model.
Finance--Mathematical models.
HG4636 / .S55 2009
338.4/30001
Asset pricing theory / Costis Skiadas. - Princeton : Princeton University Press, c2009. - xv, 346 p. : ill. ; 25 cm. - Princeton series in finance . - Princeton series in finance. .
Includes bibliographical references (p. 327-339) and index.
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis.
9780691139852 0691139857
2008039426
GBA8D6815 bnb
014845219 Uk
Capital assets pricing model.
Finance--Mathematical models.
HG4636 / .S55 2009
338.4/30001
