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Financial asset pricing theory /Claus Munk.

By: Material type: TextTextPublication details: Oxford : Oxford University Press, (c)2013.Edition: first editionDescription: 1 online resource (vii, 585 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780191654145
  • 9780191751790
Subject(s): Genre/Form: LOC classification:
  • HG4636 .F563 2013
Online resources: Available additional physical forms:
Contents:
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.
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Holdings
Item type Current library Collection Call number URL Status Date due Barcode
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) G. Allen Fleece Library ONLINE Non-fiction HG4636 (Browse shelf(Opens below)) Link to resource Available ocn834573894

Includes bibliographies and index.

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.

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.

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