Finance theory and asset pricing /
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2003.
|
| Edition: | 2nd ed. |
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 01559cam a22002894a 4500 | ||
|---|---|---|---|
| 001 | 009099356-X | ||
| 005 | 20030920143333.0 | ||
| 008 | 020819s2003 enka b 001 0 eng | ||
| 010 | |a 2002033655 | ||
| 020 | |a 0199261067 (hc.) | ||
| 020 | |a 0199261075 (pbk.) | ||
| 035 | 0 | |a ocm50478558 | |
| 040 | |a DLC |c DLC |d DLC | ||
| 042 | |a pcc | ||
| 050 | 0 | 0 | |a HG174 |b .M554 2003 |
| 082 | 0 | 0 | |a 332 |2 21 |
| 100 | 1 | |a Milne, Frank. | |
| 245 | 1 | 0 | |a Finance theory and asset pricing / |c Frank Milne. |
| 250 | |a 2nd ed. | ||
| 260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2003. | ||
| 300 | |a vi, 239 p. : |b ill. ; |c 23 cm. | ||
| 504 | |a Includes bibliographical references (p. [224]-232) and index. | ||
| 505 | 0 | 0 | |g 1. |t A Brief History of Finance Theory -- |g 2. |t Two-Date Models: Complete Markets -- |g 3. |t Incomplete Markets with Production -- |g 4. |t Arbitrage and Asset Pricing: Induced Preference Approach -- |g 5. |t Martingale Pricing Methods -- |g 6. |t Representative Consumers -- |g 7. |t Diversification and Asset Pricing -- |g 8. |t Multiperiod Asset Pricing: Complete Markets -- |g 9. |t General Asset Pricing in Complete Markets -- |g 10. |t Multiperiod Asset Pricing: Incomplete Asset Markets -- |g 11. |t The General Model and Asset-Price Characterization -- |g 12. |t Arbitrage and Discounting Formulae -- |g 13. |t Pareto Optimality -- |g 14. |t Orthonormal Bases, Factor Pricing, and Multibeta Asset Pricing -- |g 15. |t Idiosyncrasies that are Irrelevant for Security Pricing. |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Capital assets pricing model. | |
| 988 | |a 20030805 | ||
| 906 | |0 DLC | ||