Financial asset pricing theory

Claus Munk

The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models 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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Year of publication:	2013 ; 1. ed.
Authors:	Munk, Claus
Publisher:	Oxford : Oxford Univ. Press
Subject:	Kapitalmarkttheorie \| Capital market theory \| CAPM \| Capital-Asset-Pricing-Modell
Description of contents:	Table of Contents [gbv.de]

Extent:	VII, 585 S. graph. Darst.
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch ; Textbook
Language:	English
Notes:	Hier auch später erschienene, unveränderte Nachdrucke 1. Introduction and overview2.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.
ISBN:	978-0-19-958549-6 ; 978-0-19-871645-7
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009753401