Munk, Claus <br/><br/>
Financial asset pricing theory 
Claus Munk 
 - Oxford :  Oxford University Press,  c2013.  ©2013 
 - xi, 585 p. :  ill. ;  25 cm. 
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<br/><br/>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. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9780198716457 0199585490 (hbk.) 
<br/><br/><label>LCCN: </label>2012360331 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital assets pricing model--Textbooks<br/>Finance--Mathematical models--Textbooks<br/>Investments--Mathematical models--Textbooks<br/>Capital assets pricing model<br/>Finance--Mathematical models<br/>Investments--Mathematical models
<br/><br/><label>Dewey Class. No.: </label>332.041