Finance theory and asset pricing
by Frank Milne
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This book 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 information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing.
In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature.
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Subjects
Mathematical models, Capital assets pricing model, Finance, Kapitalmarkttheorie, Mathematiques financieres, Modele de fixation du prix des actifs, Immobilisations, Finances, Prix, Capital-Asset-Pricing-Modell, Financas, Modeles mathematiques, Wiskundige modellen, Financiering, Finance, mathematical models, Capital market, Modelo de precios de activos realesShowing 4 featured editions. View all 4 editions?
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Finance Theory and Asset Pricing
May 29, 2003, Oxford University Press, USA
Hardcover
in English
- 2 edition
0199261067 9780199261062
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Finance Theory and Asset Pricing
May 10, 2003, Oxford University Press, USA
in English
0199261075 9780199261079
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Finance theory and asset pricing
1995, Clarendon Press, Oxford University Press
in English
0198773978 9780198773979
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Book Details
Edition Notes
Includes bibliographical references (p. [117]-121) and index.
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