01851cam a2200193 a 4500020004300000020004000043050001700083100002100100245002700121260005700148300003700205490003300242500002000275505032700295520090700622650003401529650003501563856005901598  a9780691139852 (hardcover : alk. paper)  a0691139857 (hardcover : alk. paper)00aHG 4636bSKI1 aSkiadas, Costis.10aAsset pricing theory /  aPrinceton N.J :bPrinceton University Press,cc2009.  axv, 346 pages :bIllustrations ;1 aPrinceton series in finance,  aIncludes index.0 aSingle-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.1 a"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. 0aCapital assets pricing model. 0aFinance - mathematical models.41uhttp://www.loc.gov/catdir/toc/ecip0827/2008039426.html