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Item Details
| Title:
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FINANCE THEORY AND ASSET PRICING
SECOND EDITION |
| By: |
Frank Milne |
| Format: |
Paperback |
| List price:
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£40.99 |
| Our price: |
£39.76 |
| Discount: |
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| You save:
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£1.23 |
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| ISBN 10: |
0199261075 |
| ISBN 13: |
9780199261079 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
20 March, 2003 |
| Edition: |
2nd Revised edition |
| Pages: |
246 |
| Description: |
This book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomics, it explores the fundamental ideas underlying competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, the book avoids sophisticated continuous time mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing models. This new edition introducesa number of new ideas and extensions, especially to multi-period analysis, that allow discussion of recent models appearing in the literature. |
| Synopsis: |
Finance Theory and Asset Pricing 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, and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multiperiod models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs. |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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