| Edition |
1st ed. |
| Description |
1 online resource (vii, 585 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
1. Introduction and overview -- 2. Uncertainty, information, and stochastic processes -- 3. Portfolios, arbitrage, and market completeness -- 4 .State prices -- 5. Preferences -- 6. Individual optimality -- 7. Market equilibrium -- 8. Basic consumption-based asset pricing -- 9. Advanced consumption-based asset pricing -- 10. Factor models -- 11. The economics of the term structure of interest rates -- 12. Risk-adjusted probabilities -- 13. Derivatives. |
| Summary |
Presenting models for the pricing of financial assets such as stocks, bonds and options, this book outlines models which are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Capital assets pricing model -- Textbooks.
|
|
Capital assets pricing model. |
| Genre/Form |
Textbooks.
|
| Subject |
Finance -- Mathematical models -- Textbooks.
|
|
Finance -- Mathematical models. |
|
Investments -- Mathematical models -- Textbooks.
|
|
Investments -- Mathematical models. |
| Genre/Form |
Electronic books.
|
|
Textbooks.
|
| Other Form: |
Print version: Munk, Claus. Financial asset pricing theory. First edition. Oxford : Oxford University Press, 2013 9780199585496 (OCoLC)819519247 |
|
Print version: Munk, Claus. Financial asset pricing theory. Oxford : Oxford University Press, 2013 9780199585496 (OCoLC)819519247 |
| ISBN |
9780191654145 (electronic book) |
|
0191654140 (electronic book) |
|
9780191751790 |
|
0191751790 |
|
9780199585496 |
|
0199585490 |
|
