rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Finance theory and asset pricing
  title info: title
  name:
    name part: Milne, Frank
    role:
      role term: creator
  type of resource: text
  origin info:
    place:
      place term: xx
    place:
      place term: New York,Oxford
    publisher: Oxford University Press
    date issued: 2003
    date issued: 9999
    issuance: monographic
  language:
    language term: und
  physical description:
    form: print
  abstract: 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 multi-period 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
  note: Frank Milne
  subject:
    topic: Finance,Capital assets pricing model,Tài chính
  subject:
    topic: Mathematical models,Mô hình toán
  classification: 332
  classification: M659/2nd
  record info:
    record creation date: 210402
    record identifier: CTU_153287