000			01897cam a2200217 a 4500
999			_c1482 _d1482
020			_a9780691139852 (hardcover : alk. paper)
020			_a0691139857 (hardcover : alk. paper)
050	0	0	_aHG 4636 _bSKI
100	1		_aSkiadas, Costis.
245	1	0	_aAsset pricing theory /
260			_aPrinceton N.J : _bPrinceton University Press, _cc2009.
300			_axv, 346 pages : _bIllustrations ;
490	1		_aPrinceton series in finance,
500			_aIncludes index.
505	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.
520	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.
650		0	_aCapital assets pricing model.
650		0	_aFinance - mathematical models.
856	4	1	_uhttp://www.loc.gov/catdir/toc/ecip0827/2008039426.html
942			_cBK