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Advanced Asset Pricing Theory de Chenghu Ma

Advanced Asset Pricing Theory: Series in Quantitative Finance, cartea 2

Autor Chenghu Ma
en Limba Engleză Hardback – 2 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: 816
Dimensiuni: 157 x 231 x 46 mm
Greutate: 1.29 kg
Ediția:New.
Editura: Imperial College Press
Seria Series in Quantitative Finance

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.