02420cam a2200289 a 4500 1/43773 130905s2009 enka b 001 0 eng 9780691139852 (hardcover : alk. paper) 0691139857 (hardcover : alk. paper) 46702 DLC DLC BTCTA GR-PeUP 338.4΄30001 ΣΚΙ Σκιαδάς, Κωστής. Asset pricing theory / Costis Skiadas. Princeton : Princeton University Press, c2009. xv, 346 σ. : εικ. ; 25 εκ. Princeton series in finance ; Περιέχει βιβλιογραφία και ευρετήριο. Single-period analysis. Financial market and arbitrage -- Mean-variance analysis -- Optimality and equilibrium -- Risk aversion -- Discrete dynamics. Dynamic arbitrage pricing -- Dynamic optimality and equilibrium -- Mathematical background. Appendix A: Optimization principles -- Appendix B: Discrete stochastic analysis. "Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET. Capital assets pricing model. Finance Mathematical models. Princeton series in finance. INST UNIPILB MAIN 20130905 338.4΄30001 ΣΚΙ 00169387 00169387 LOAN 0 1 Table of contents only http://www.loc.gov/catdir/toc/ecip0827/2008039426.html /webopac/covers/03/46702_9780691139852.jpg (hardcover : alk. paper) /webopac/covers/03/46702_0691139857.jpg (hardcover : alk. paper)