MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01897cam a2200217 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691139852 (hardcover : alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691139857 (hardcover : alk. paper) |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG 4636 |
| Item number |
SKI |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Skiadas, Costis. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Asset pricing theory / |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Princeton N.J : |
| Name of publisher, distributor, etc. |
Princeton University Press, |
| Date of publication, distribution, etc. |
c2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 346 pages : |
| Other physical details |
Illustrations ; |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Princeton series in finance, |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis. |
| 520 1# - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Capital assets pricing model. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance - mathematical models. |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/ecip0827/2008039426.html">http://www.loc.gov/catdir/toc/ecip0827/2008039426.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
