Artículos relacionados a Dynamic Asset Pricing Theory: First Edition
Sinopsis
This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality and equilibrium. These results are unified with two key concepts, state-prices and martingales. Technicalities are given relatively little emphasis so as to draw connections between these concepts and to make plain that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature.
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor
The Description for this book, Dynamic Asset Pricing Theory, will be forthcoming.
Reseña del editor
This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality and equilibrium. These results are unified with two key concepts, state-prices and martingales. Technicalities are given relatively little emphasis so as to draw connections between these concepts and to make plain that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 3,07
EUR 8,40 gastos de envío desde Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envíoComprar nuevo
Ver este artículo
EUR 52,15
GRATIS gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoOtras ediciones populares con el mismo título
Resultados de la búsqueda para Dynamic Asset Pricing Theory: First Edition
Imagen del vendedor
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: wbs5298957625
Gastos de envío:
EUR 8,40
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press, United States, New Jersey, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Paperback
Librería: WorldofBooks, Goring-By-Sea, WS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: Very Good. This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality and equilibrium. These results are unified with two key concepts, state-prices and martingales. Technicalities are given relatively little emphasis so as to draw connections between these concepts and to make plain that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: GOR004780902
Gastos de envío:
EUR 6,45
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: Books From California, Simi Valley, CA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Good. Nº de ref. del artículo: mon0003625607
Cantidad disponible: 1 disponibles
Imagen de archivo
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780691043029. Nº de ref. del artículo: 9866374
Gastos de envío:
EUR 14,90
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen del vendedor
Dynamic Asset Pricing Theory
Publicado por
Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: NEPO UG, Rüsselsheim am Main, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Nº de ref. del artículo: 382664
Gastos de envío:
EUR 24,00
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Dynamic Asset Pricing Theory
Publicado por
Princeton University Press, Princeton, NJ, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Original o primera edición
Librería: Black Cat Hill Books, Oregon City, OR, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Near Fine. Estado de la sobrecubierta: Near Fine. First Edition; First Printing. First Edition (1992) First Printing indicated by a complete numerical sequence. Near Fine in a Very Near Fine DJ: The book shows only mild shelf-rubbing to the lower exremities with very light crimp to the heel of the backstrip; else flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining hi-lighting notations or marginalia. Free of any ownership names dates addresses notations inscriptions stamps plates or labels. A handsome nearly-new copy structurally sound and tightly bound showing mild wear only. Bright and Clean. Corners sharp. Very close to 'As New'. The DJ shows only the mildest rubbing to the panels; else flawless; unclipped; mylar-protected. Attractive and intact. Very close to 'As New'. NOT a Remainder Book-Club or Ex-Library. 8vo (9.5 x 6.5 x 1 inches) . Language: English. Weight: 24 ounces. Hardcover with DJ; Large 8vo 9" - 10" tall; xvi, 299 pages. Nº de ref. del artículo: 58597
Cantidad disponible: 1 disponibles
Imagen del vendedor
Dynamic Asset Pricing Theory
Publicado por
Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: NEPO UG, Rüsselsheim am Main, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Nº de ref. del artículo: 380182
Gastos de envío:
EUR 24,00
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Dynamic Asset Pricing Theory
Publicado por
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Nuevo
Tapa dura
Librería: The Book Spot, Sioux Falls, MN, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: New. Nº de ref. del artículo: Abebooks124763
Cantidad disponible: 1 disponibles
Imagen del vendedor
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press 08.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Librería: Gabis Bücherlager, Karlsruhe, Alemania
Calificación del vendedor: 4 de 5 estrellas
hardcover. Condición: Gut. Auflage: 1st Edition. 316 Seiten Schutzumschlag vorhanden, kleine Macken, Seiten sehr sauber, erste Seite leicht fleckig von nachgedunkelt, LL-3-2-6 Wir akzeptieren nur Vorkasse. Sprache: Englisch Gewicht in Gramm: 655. Nº de ref. del artículo: 97918
Gastos de envío:
EUR 89,99
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen del vendedor
Dynamic Asset Pricing Theory: First Edition
Publicado por
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
Antiguo o usado
Tapa dura
Original o primera edición
Librería: The Good News Resource, OLYMPIA FIELDS, IL, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Hardcover. Condición: As New. 1st Edition. First Printing. Nº de ref. del artículo: 1009920703
Cantidad disponible: 1 disponibles