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ADVANCED ASSET PRICING THEORY (V2)

Autor Ma Chenghu
en Limba Engleză Hardback – 3 ian 2011
Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.
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Specificații

ISBN-13: 9781848166325
ISBN-10: 184816632X
Pagini: 818
Dimensiuni: 157 x 235 x 48 mm
Greutate: 1.31 kg
Ediția:New.
Editura: ICP

Cuprins

Fundamental Theorem of Asset Pricing; Aggregation Theorem and Existence of Representative Agent; Recursive Utility/Stochastic Differential Utility; Sequential Portfolio Choice and Risk Management; Option Pricing and Term Structure of Interest Rates; Informational Market Efficiency and the Information Content of Option Prices; The Classical Expectations Hypothesis and the Information Content of the Yield Curve and the Interest Rates Contingent Claims.