Financial asset pricing theory / Claus Munk.

Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which 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'...

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Bibliographic Details
Main Author: Munk, Claus
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2013.
Edition:1st ed.
Subjects:
Online Access:Click for online access

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245 1 0 |a Financial asset pricing theory /  |c Claus Munk. 
250 |a 1st ed. 
260 |a Oxford :  |b Oxford University Press,  |c 2013. 
300 |a 1 online resource (vii, 585 pages) :  |b illustrations 
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504 |a Includes bibliographical references and index. 
505 0 |a 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 8 |a Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which 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. 
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650 0 |a Capital assets pricing model  |v Textbooks. 
650 0 |a Finance  |x Mathematical models  |v Textbooks. 
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650 7 |a Investments  |x Mathematical models  |2 fast 
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776 0 8 |i Print version:  |a Munk, Claus.  |t Financial asset pricing theory.  |b First edition.  |d Oxford : Oxford University Press, 2013  |z 9780199585496  |w (OCoLC)819519247 
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