FINANCIAL ASSET PRICING THEORY P
(Sprache: Englisch)
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analysed using concepts and techniques from mathematics and probability theory. It presents important classic models and some...
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The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analysed 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.
Inhaltsverzeichnis zu „FINANCIAL ASSET PRICING THEORY P “
Preface; 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; Appendix A. A Review of Basic Probability Concepts; Appendix B. Results on the Lognormal Distribution; Appendix C. Results from Linear Algebra
Autoren-Porträt von Munk
Munk, Claus
Bibliographische Angaben
- Autor: Munk
- 598 Seiten, Masse: 15,6 x 23,4 cm, Taschenbuch, Englisch
- Verlag: Oxford University Press(UK)
- ISBN-10: 0198716451
- ISBN-13: 9780198716457
- Erscheinungsdatum: 27.01.2016
Sprache:
Englisch
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