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Cover: 9780198716457 | FINANCIAL ASSET PRICING THEORY P | Munk | Taschenbuch | Paperback
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FINANCIAL ASSET PRICING THEORY P
Taschenbuch von Munk
Sprache: Englisch

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Beschreibung
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analysed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analysed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.
Über den Autor
Claus Munk holds a PhD in Economics (1997) and an MSc in Mathematics-Economics (1993) from the University of Southern Denmark. After holding positions at the University of Southern Denmark and Aarhus University, he joined the Copenhagen Business School in 2012 as a Professor of finance. His primary research areas are asset allocation, general asset pricing theory, financial derivatives, household finance, executive compensation, and the application of numerical methods in finance. His research has been published in highly ranked journals such as Journal of Financial Economics, Management Science, Journal of Accounting Research, Journal of Banking and Finance, and Journal of Economic Dynamics and Control. He is the author of the books Fixed Income Modelling and Financial Asset Pricing Theory, both published by Oxford University Press.
Inhaltsverzeichnis
  • Preface

  • 1: Introduction and Overview

  • 2: Uncertainty, Information, and Stochastic Processes

  • 3: Portfolios, Arbitrage, and Market Completeness

  • 4: State Prices

  • 5: Preferences

  • 6: Individual Optimality

  • 7: Market Equilibrium

  • 8: Basic Consumption-Based Asset Pricing

  • 9: Advanced Consumption-Based Asset Pricing

  • 10: Factor Models

  • 11: The Economics of the Term Structure of Interest Rates

  • 12: Risk-Adjusted Probabilities

  • 13: Derivatives

  • Appendix A. A Review of Basic Probability Concepts

  • Appendix B. Results on the Lognormal Distribution

  • Appendix C. Results from Linear Algebra

Details
Erscheinungsjahr: 2016
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9780198716457
ISBN-10: 0198716451
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Munk
Hersteller: Oxford University Press(UK)
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 32 mm
Von/Mit: Munk
Erscheinungsdatum: 27.01.2016
Gewicht: 0,895 kg
Artikel-ID: 104990424
Über den Autor
Claus Munk holds a PhD in Economics (1997) and an MSc in Mathematics-Economics (1993) from the University of Southern Denmark. After holding positions at the University of Southern Denmark and Aarhus University, he joined the Copenhagen Business School in 2012 as a Professor of finance. His primary research areas are asset allocation, general asset pricing theory, financial derivatives, household finance, executive compensation, and the application of numerical methods in finance. His research has been published in highly ranked journals such as Journal of Financial Economics, Management Science, Journal of Accounting Research, Journal of Banking and Finance, and Journal of Economic Dynamics and Control. He is the author of the books Fixed Income Modelling and Financial Asset Pricing Theory, both published by Oxford University Press.
Inhaltsverzeichnis
  • Preface

  • 1: Introduction and Overview

  • 2: Uncertainty, Information, and Stochastic Processes

  • 3: Portfolios, Arbitrage, and Market Completeness

  • 4: State Prices

  • 5: Preferences

  • 6: Individual Optimality

  • 7: Market Equilibrium

  • 8: Basic Consumption-Based Asset Pricing

  • 9: Advanced Consumption-Based Asset Pricing

  • 10: Factor Models

  • 11: The Economics of the Term Structure of Interest Rates

  • 12: Risk-Adjusted Probabilities

  • 13: Derivatives

  • Appendix A. A Review of Basic Probability Concepts

  • Appendix B. Results on the Lognormal Distribution

  • Appendix C. Results from Linear Algebra

Details
Erscheinungsjahr: 2016
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9780198716457
ISBN-10: 0198716451
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Munk
Hersteller: Oxford University Press(UK)
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 32 mm
Von/Mit: Munk
Erscheinungsdatum: 27.01.2016
Gewicht: 0,895 kg
Artikel-ID: 104990424
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