Finance Theory and Asset Pricing
Second Edition
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Product details:
- Edition number 2
- Publisher OUP Oxford
- Date of Publication 20 March 2003
- ISBN 9780199261062
- Binding Hardback
- No. of pages246 pages
- Size 224x141x18 mm
- Weight 421 g
- Language English 0
Categories
Table of Contents:
Introduction
A Brief History of Finance Theory
Part I: The One Period Model
Two Date Models: Complete Markets
Incomplete Markets with Production
Arbitrage and Asset Pricing: Induced Preference Approach
Martingale Pricing Methods
Representative Consumers
Diversification and Asset Pricing
Part II: The Basic Multiperiod Model
Multiperiod Asset Pricing: Complete Markets
General Asset Pricing in Complete Markets
Multiperiod Asset Pricing: Incomplete Asset Markets
Part III: The General Multiperiod Model
The General Model and Asset Price Characterization
Arbitrage and Discounting Formulae
Pareto Optimality
Orthonormal Bases, Factor Pricing, and Multi-Beta Asset Pricing
Idiosyncrasies that are Irrelevant for Security Pricing
Discrete Stochastic Integrals and Multiperiod Factor Pricing
Fiat Money as an Asset, Nominal Assets, and International Finance
Extensions to the Basic Model
