Financial asset pricing theory

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

著者

Munk, Claus

出版社

Oxford University Press

発売日

2013年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780199585496

発売済み