TY  - BOOK
AU  - Munk,Claus
TI  - Financial asset pricing theory /Claus Munk
SN  - 9780191654145
AV  - HG4636 .F563 2013
PY  - 2013///
CY  - Oxford
PB  - Oxford University Press
KW  - Capital assets pricing model
KW  - Textbooks
KW  - Finance
KW  - Mathematical models
KW  - Investments
KW  - Assets (Accounting)
KW  - Prices
KW  - Electronic Books
N1  - 2; 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; 2; b
N2  - 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
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=551492&site=eds-live&custid=s3260518
ER  -