Asset Pricing Theory (Princeton Series in Finance)

Asset Pricing Theory (Princeton Series in Finance)

by Costis Skiadas (Author)

Synopsis

Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods.

$81.68

Quantity

6 in stock

More Information

Format: Illustrated
Pages: 368
Edition: Illustrated
Publisher: Princeton University Press
Published: 09 Feb 2009

ISBN 10: 0691139857
ISBN 13: 9780691139852