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Theory Of Asset Pricing 1st Edition George Pennacchi

Name: Theory Of Asset Pricing 1st Edition George Pennacchi
SKU: BELL-2504396
Price: 31.00 USD
Availability: InStock
Rating: 5 (108 reviews)

SKU: BELL-2504396

$ 31.00 ~~$ 45.00~~ (-31%)

5.0

108 reviews

Theory Of Asset Pricing 1st Edition George Pennacchi instant download after payment.

Publisher: Addison Wesley

File Extension: PDF

File size: 4.04 MB

Pages: 582

Author: George Pennacchi

ISBN: 9780321127204, 032112720X

Language: English

Year: 2008

Edition: 1

Product desciption

Theory Of Asset Pricing 1st Edition George Pennacchi by George Pennacchi 9780321127204, 032112720X instant download after payment.

Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Claims Pricing: Basics of Derivative Pricing; Essentials of Diffusion Processes and Itô’s Lemma; Dynamic Hedging and PDE Valuation; Arbitrage, Martingales, Pricing Kernels; Mixing Diffusion and Jump Processes; Asset Pricing in Continuous Time: Continuous-Time Consumption and Portfolio Choice; Equilibrium Asset Returns; Time-Inseparable Utility; Additional Topics in Asset Pricing: Behavioral Finance and Asset Pricing; Asset Pricing with Differential Information; Models of the Term Structure of Interest Rates; Models of Default Risk. MESSAGE: For all readers interested in asset valuation.