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FINANCIAL ASSET PRICING THEORY P

von
Munk
TaschenbuchKartoniert, Paperback
598 Seiten
Englisch
Oxford University Press(UK)erschienen am12.02.2015
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.mehr
Verfügbare Formate
BuchGebunden
EUR187,50
TaschenbuchKartoniert, Paperback
EUR63,00
E-BookPDFDRM AdobeE-Book
EUR55,49

Produkt

KlappentextThe 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.
Details
ISBN/GTIN978-0-19-871645-7
ProduktartTaschenbuch
EinbandartKartoniert, Paperback
Erscheinungsjahr2015
Erscheinungsdatum12.02.2015
Seiten598 Seiten
SpracheEnglisch
MasseBreite 156 mm, Höhe 234 mm, Dicke 32 mm
Gewicht895 g
Artikel-Nr.33153722
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
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 Algebramehr

Autor

Claus Munk holds a PhD in Economics (1997) and an MSc in Mathematics-Economics (1993) from the University of Southern Denmark. After holding positions at the University of Southern Denmark and Aarhus University, he joined the Copenhagen Business School in 2012 as a Professor of finance. His primary research areas are asset allocation, general asset pricing theory, financial derivatives, household finance, executive compensation, and the application of numerical methods in finance. His research has been published in highly ranked journals such as Journal of Financial Economics, Management Science, Journal of Accounting Research, Journal of Banking and Finance, and Journal of Economic Dynamics and Control. He is the author of the books Fixed Income Modelling and Financial Asset Pricing Theory, both published by Oxford University Press.