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Download Finance Theory & Asset Pricing fb2

by Frank Milne
Download Finance Theory & Asset Pricing fb2
Economics
  • Author:
    Frank Milne
  • ISBN:
    0198773978
  • ISBN13:
    978-0198773979
  • Genre:
  • Publisher:
    Oxford University Press (June 22, 1995)
  • Pages:
    136 pages
  • Subcategory:
    Economics
  • Language:
  • FB2 format
    1469 kb
  • ePUB format
    1405 kb
  • DJVU format
    1945 kb
  • Rating:
    4.1
  • Votes:
    477
  • Formats:
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This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information.

This book provides a concise guide to financial asset pricing theory.

128 pages : 23 cm. This book provides a concise guide to financial asset pricing theory for economists.

Finance Theory & Asset Pricing book.

This text provides a concise guide to financial asset pricing theory for economists

This text provides a concise guide to financial asset pricing theory for economists.

Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists.

Finance theory and asset pricing. Oxford University Press, USA, 2003. Choice over asset economies: Default risk and corporate leverage. Journal of Financial Economics 2 (2), 165-185, 1975. Voluntary adoption of corporate governance mechanisms. A Anand, F Milne, LD Purda. The existence of equilibrium in incomplete markets and the objective function of the firm.

This book provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two-date and multi-date models, and provides a range of examples from the literature.