Financial asset pricing theory

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:
Capital assets pricing model > Textbooks.
Finance > Mathematical models > Textbooks.
Investments > Mathematical models > Textbooks.
BUSINESS & ECONOMICS > Finance.
Capital assets pricing model
Finance > Mathematical models
Investments > Mathematical models
Finances.
Preus.
Models matemàtics.
Finance and Accounting.
Electronic books.
Textbooks
Llibres electrònics.
Online Access:Click for online access
Table of Contents:
  • 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.

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