Finance Theory and Asset Pricing / Edition 2

Finance Theory and Asset Pricing / Edition 2

by Frank Milne
     
 

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ISBN-10: 0199261075

ISBN-13: 9780199261079

Pub. Date: 03/28/2003

Publisher: Oxford University Press, USA

This book provides a concise guide to financial asset pricing theory. 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

Overview

This book provides a concise guide to financial asset pricing theory. 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.

Product Details

ISBN-13:
9780199261079
Publisher:
Oxford University Press, USA
Publication date:
03/28/2003
Edition description:
REV
Pages:
248
Product dimensions:
8.40(w) x 5.40(h) x 0.60(d)

Table of Contents

Introduction

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