Asset pricing theory / Costis Skiadas.
By: Skiadas, Costis.
Series: Princeton series in finance: Publisher: Princeton : Princeton University Press, c2009Description: xv, 346 p. : ill. ; 25 cm.ISBN: 9780691139852; 0691139857.Subject(s): Capital assets pricing model | Finance -- Mathematical modelsDDC classification: 338.4/30001 Other classification: 83.11 Online resources: Table of contents only
Contents:
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.
| Item type | Current location | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
| Book | SKOLKOVO Library Shelves | HG4636 .S55 (Browse shelf) | 1 | Available | 2000001517 |
Total holds: 0
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.
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