| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2012360331 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780198716457 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0199585490 (hbk.) |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
332.041 |
| MAIN ENTRY--PERSONAL NAME |
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| Authors |
Munk, Claus |
| TITLE STATEMENT |
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| Title |
Financial asset pricing theory |
| Statement of responsibility, etc |
Claus Munk |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication |
Oxford : |
| Publisher |
Oxford University Press, |
| Date |
c2013. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Date |
©2013 |
| PHYSICAL DESCRIPTION |
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| Extent |
xi, 585 p. : |
| Other Details |
ill. ; |
| Size |
25 cm. |
| CONTENTS |
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| 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. |
| SUMMARY |
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| Summary |
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models 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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Capital assets pricing model |
| Geographic |
Textbooks |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Finance |
| General |
Mathematical models |
| Geographic |
Textbooks |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Investments |
| General |
Mathematical models |
| Geographic |
Textbooks |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Capital assets pricing model |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Finance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Investments |
| General |
Mathematical models |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/m3zymdaw72zd8cse7kk910rrv07x9fih |
| Public note |
Location Map |
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48068 |
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48069 |
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46887 |