Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance) - Image 1

£82.66

Imperial College Press Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)

Name: Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)
Brand: Imperial College Press
Price: 82.66 GBP
Availability: InStock

Economics

It has never been this cheap. We have no record of a lower price.

£83 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 39 days • 39 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 39 days • 1 price levels

Days at Price

Price Analysis

Most common price: £83 (39 days, 100.0%)

Price range: £83 - £83

Price levels: 1 different prices over 39 days

Description

This book provides a broad introduction of modern asset pricing theory with equal treatments for both discrete-time and continuous-time modeling. Both the no-arbitrage and the general equilibrium approaches of asset pricing theory are treated coherently within the general equilibrium framework. The analyses and coverage are up to date, comprehensive and in-depth. Topics include microeconomic foundation of asset pricing theory, the no-arbitrage principle and fundamental theorem, risk measurement and risk management, sequential portfolio choice, equity premium decomposition, option pricing, bond pricing and term structure of interest rates. The merits and limitations are expounded with respect to allocation and information market efficiency, along with the classical expectations hypothesis concerning the information content of yield curve and bond prices. Efforts are also made towards the resolution of several well-documented puzzles in empirical finance, which include the equity premium puzzle, the risk free rate puzzle, and the money-ness bias phenomenon of BlackScholes option pricing model. The theory is self-contained and unified in presentation. The inclusion of proofs and derivations to enhance the transparency of the underlying arguments and conditions for the validity of the economic theory makes an ideal advanced textbook or reference book for graduate students specializing in financial economics and quantitative finance. The explanations are detailed enough to capture the interest of those curious readers, and complete enough to provide necessary background material needed to explore further the subject and research literature.

Product Specifications

Brand: Imperial College Press
Format: hardcover
ASIN: 184816632X
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 03 March 2011
Listed Since: 09 June 2010

Barcode

No barcode data available

Imperial College Press Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Dynamic Asset Pricing Theory Third Edition (Princeton Series in Finance)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

FINANCIAL ASSET PRICING THEORY P

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Paul Wilmott on Quantitative Finance 2nd Edition

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Handbook of Quantitative Finance and Risk Management

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

The Heston Model and Its Extensions in VBA (Wiley Finance)