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"This is an important addition to the set of text/reference books on asset pricing theory. It will, if it has not already, become the standard text for the second Ph.D. course in security markets. Its treatment of contingent claim valuation, in particular, is unrivaled in its breadth and coherence."--Journal of Economic Literature
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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the 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 the similarities between discrete and continuous-time models. Readers will be particularly intrigued by this latest edition's most significant new feature: a chapter on corporate securities that offers alternative approaches to the valuation of corporate debt. Also, while much of the continuous-time portion of the theory is based on Brownian motion, this third edition introduces jumps--for example, those associated with Poisson arrivals--in order to accommodate surprise events such as bond defaults. Applications include term-structure models, derivative valuation, and hedging methods. Numerical methods covered include Monte Carlo simulation and finite-difference solutions for partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. A system of appendixes reviews the necessary mathematical concepts. And references have been updated throughout. With this new edition, Dynamic Asset Pricing Theory remains at the head of the field.
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- EditorialPrinceton University Press
- Año de publicación2001
- ISBN 10 069109022X
- ISBN 13 9780691090221
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de edición3
- Número de páginas488
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Dynamic Asset Pricing Theory, 3rd
Publicado por
Princeton University Press, Princeton, NJ, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Trade paperback. Condición: New in new dust jacket. 3rd ed. INTERNATIONAL EDITION. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Cloth over boards. With dust jacket. 488 p. Contains: Illustrations. Audience: General/trade. Nº de ref. del artículo: K3920000203
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Dynamic Asset Pricing Theory, 3rd edition
Publicado por
Ewing, New Jersey, U.S.A.: Princeton Univ Pr, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Soft cover. Condición: New. Estado de la sobrecubierta: New. 3rd Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Nº de ref. del artículo: ABE-12426246141
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Dynamic Asset Pricing Theory, Third Edition.
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Princeton University Press, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Dynamic Asset Pricing Theory, Third Edition.
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Princeton University Press, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Dynamic Asset Pricing Theory, Third Edition.
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Princeton University Press, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Dynamic Asset Pricing Theory
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Dynamic Asset Pricing Theory
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ISBN 10: 069109022X
ISBN 13: 9780691090221
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Dynamic Asset Pricing Theory
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Princeton University Press, 2001
ISBN 10: 069109022X
ISBN 13: 9780691090221
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Librería: Anybook.com, Lincoln, Reino Unido
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Dynamic Asset Pricing Theory
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ISBN 10: 069109022X
ISBN 13: 9780691090221
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Librería: Anybook.com, Lincoln, Reino Unido
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Dynamic Asset Pricing Theory
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ISBN 10: 069109022X
ISBN 13: 9780691090221
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Tapa dura
Librería: Anybook.com, Lincoln, Reino Unido
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