Finance Theory and Asset Pricing (Second Edition)

2. Auflage 2003
ISBN: 978-0-19-926106-2
Verlag: OUP Oxford

Buch, Englisch, 246 Seiten, Format (B × H): 145 mm x 222 mm, Gewicht: 486 g

A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.

This text provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric inf

Introduction; 1. A Brief History of Finance Theory; PART I: THE ONE PERIOD MODEL; 2. Two Date Models: Complete Markets; 3. Incomplete Markets with Production; 4. Arbitrage and Asset Pricing: Induced Preference Approach; 5. Martingale Pricing Methods; 6. R

Autoren/Hrsg.

Milne, Frank

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Mikroökonomie

Über Autor(innen)

Frank Milne has taught at the University of Rochester, Australian National University, and Australian Graduate School of Management, and is currently Bank of Montreal Professor of Economics and Finance at Queen's University, Canada. He has published extensively in academic economics and finance journals.