by Costis Skiadas (Author)
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.
Format: Illustrated
Pages: 368
Edition: Illustrated
Publisher: Princeton University Press
Published: 09 Feb 2009
ISBN 10: 0691139857
ISBN 13: 9780691139852