Skiadas, Costis. creator text Princeton N.J Princeton University Press c2009 monographic xv, 346 pages : Illustrations ; "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. 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. Includes index. Capital assets pricing model Finance - mathematical models HG 4636 SKI 9780691139852 (hardcover : alk. paper) 0691139857 (hardcover : alk. paper) http://www.loc.gov/catdir/toc/ecip0827/2008039426.html http://www.loc.gov/catdir/toc/ecip0827/2008039426.html