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Finance Theory And Asset Pricing.

Finance Theory And Asset Pricing.

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  • ISBN:9780199261079
  • Editorial: Oxford University Press
  • Fecha de la edición:
  • Número de la edición: 2
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:200
  • Idiomas:Ingles,Inglés

Materias:

This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomics, it explores the fundamental ideas underlying competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, the book avoids sophisticated continuous time mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing models. This new edition introduces a number of new ideas and extensions, especially to multi-period analysis, that allow discussion of recent models appearing in the literature.

Introduction
1 A Brief History of Finance Theory
Part I: The One Period Model
2 Two Date Models: Complete Markets
3 Incomplete Markets with Production
4 Arbitrage and Asset Pricing: Induced Preference Approach
5 Martingale Pricing Methods
6 Representative Consumers
7 Diversification and Asset Pricing
Part II: The Basic Multiperiod Model
8 Multiperiod Asset Pricing: Complete Markets
9 General Asset Pricing in Complete Markets
10 Multiperiod Asset Pricing: Incomplete Asset Markets
Part III: The General Multiperiod Model
11 The General Model and Asset Price Characterization
12 Arbitrage and Discounting Formulae
13 Pareto Optimality
14 Orthonormal Bases, Factor Pricing, and Multi-Beta Asset Pricing
15 Idiosyncrasies that are Irrelevant for Security Pricing
16 Discrete Stochastic Integrals and Multiperiod Factor Pricing
17 Fiat Money as an Asset, Nominal Assets, and International Finance
18 Extensions to the Basic Model

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