000			01766nam a22003017a 4500
999			_c28616 _d28616
001			63461
010			_a 2012360331
020			_a9780198716457
020			_a0199585490 (hbk.)
040			_aUKMGB
082	0	4	_a332.041
100	1		_aMunk, Claus _948068
245	1	0	_aFinancial asset pricing theory _cClaus Munk
260			_aOxford : _bOxford University Press, _cc2013.
260			_c©2013
300			_axi, 585 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references and index.
505	0		_a1. 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.
520			_aThe 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.
650		0	_aCapital assets pricing model _vTextbooks _948069
650		0	_aFinance _xMathematical models _vTextbooks _948070
650		0	_aInvestments _xMathematical models _vTextbooks _948071
650		7	_aCapital assets pricing model _947810
650		7	_aFinance _xMathematical models _914847
650		7	_aInvestments _xMathematical models _946887
856			_uhttps://uowd.box.com/s/m3zymdaw72zd8cse7kk910rrv07x9fih _zLocation Map
942			_cREGULAR _2ddc