Finance theory and asset pricing
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford Univ. Press
2003
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| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 100 | 1 | |a Milne, Frank |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Finance theory and asset pricing |c Frank Milne |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Oxford |b Oxford Univ. Press |c 2003 | |
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Datensatz im Suchindex
| _version_ | 1819602004833468416 |
|---|---|
| adam_text | Contents
Introduction 1
1 A Brief History of Finance Theory 5
Parti. THE ONE PERIOD MODEL
2 Two Date Models: Complete Markets 16
3 Incomplete Markets with Production 31
4 Arbitrage and Asset Pricing: Induced
Preference Approach 41
5 Martingale Pricing Methods 55
6 Representative Consumers 65
7 Diversification and Asset Pricing 76
Part 2. THE BASIC MULTIPERIOD MODEL
8 Multiperiod Asset Pricing: Complete Markets 86
9 General Asset Pricing in Complete Markets 98
10 Multiperiod Asset Pricing: Incomplete
Asset Markets 109
Part 3. THE GENERAL MULTIPERIOD
MODEL
11 The General Model and Asset Price
Characterization 124
12 Arbitrage and Discounting Formulae 133
vi Contents
13 Pareto Optimality 146
14 Orthonormal Bases, Factor Pricing, and
Multibeta Asset Pricing 158
15 Idiosyncrasies that are Irrelevant for
Security Pricing 182
16 Discrete Stochastic Integrals, Multiperiod Factor
Pricing, and Continuous Time Models 187
Part 4. EXTENSIONS: MONEY, TRANSACTION
COSTS, AMERICAN AND REAL OPTIONS
17 Fiat Money as an Asset, Nominal Assets, and
International Finance 198
18 Transaction Costs, American and Real Options 213
Bibliography 224
Index 233
i
|
| any_adam_object | 1 |
| author | Milne, Frank |
| author_facet | Milne, Frank |
| author_role | aut |
| author_sort | Milne, Frank |
| author_variant | f m fm |
| building | Verbundindex |
| bvnumber | BV021982126 |
| callnumber-first | H - Social Science |
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| callnumber-raw | HG174 |
| callnumber-search | HG174 |
| callnumber-sort | HG 3174 |
| callnumber-subject | HG - Finance |
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| ctrlnum | (OCoLC)50478558 (DE-599)BVBBV021982126 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| language | English |
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| physical | VI, 239 S. graph. Darst. |
| publishDate | 2003 |
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| publisher | Oxford Univ. Press |
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| spellingShingle | Milne, Frank Finance theory and asset pricing Finances - Modèles mathématiques Financiering gtt Martingalen gtt Modèle de fixation du prix des actifs Prijstheorie gtt Wiskundige modellen gtt Mathematisches Modell Capital assets pricing model Finance Mathematical models Finanzwissenschaft (DE-588)4121273-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Mehr-Perioden-Modell (DE-588)4388956-6 gnd Preistheorie (DE-588)4115623-7 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
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| title | Finance theory and asset pricing |
| title_auth | Finance theory and asset pricing |
| title_exact_search | Finance theory and asset pricing |
| title_full | Finance theory and asset pricing Frank Milne |
| title_fullStr | Finance theory and asset pricing Frank Milne |
| title_full_unstemmed | Finance theory and asset pricing Frank Milne |
| title_short | Finance theory and asset pricing |
| title_sort | finance theory and asset pricing |
| topic | Finances - Modèles mathématiques Financiering gtt Martingalen gtt Modèle de fixation du prix des actifs Prijstheorie gtt Wiskundige modellen gtt Mathematisches Modell Capital assets pricing model Finance Mathematical models Finanzwissenschaft (DE-588)4121273-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Mehr-Perioden-Modell (DE-588)4388956-6 gnd Preistheorie (DE-588)4115623-7 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Finances - Modèles mathématiques Financiering Martingalen Modèle de fixation du prix des actifs Prijstheorie Wiskundige modellen Mathematisches Modell Capital assets pricing model Finance Mathematical models Finanzwissenschaft Kapitalmarkttheorie Mehr-Perioden-Modell Preistheorie Capital-Asset-Pricing-Modell Kapitalmarkt Lehrbuch |
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