Livrare gratuită pentru comenzile peste 349,00 lei.

Verifică starea comenzii

Faceți parte dintr-o comunitate de iubitori de cărți din întreaga lume și beneficiați de o mulțime de avantaje Creați-vă un cont gratuit

Transport gratuit la punctele de livrare Pick Up peste 349.00 lei

Packeta 15.00 lei Serviciul de curierat Cargus 28.00 lei Easybox 20.00 lei FAN Courier 20.00 lei Punct FAN 16.00 lei Punct DPD 17.00 lei Curier DPD 25.00 lei

Contact

Cum să cumpăr

Ajutor

Contul meu

▸ Gol :-(

Livrare gratuită pentru comenzile peste 349,00 lei.

Asset Pricing Theory

Skiadas

Limba

engleză

Carte Copertă tare

Codul Libristo: 04113950

Editura Princeton University Press, martie 2009

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a mod... Descrierea completă

Codul Libristo: 04113950

253 b

547.24 lei

În depozitul extern Expediem în 14-20 zile

Până la 30 de zile pentru returnare

Clienții au cumpărat de asemenea

TRANSVERSAL PEDRO MONTEALEGRE

Carte broșată

105.20 lei

MEDIO AMBIENTE WILMER MIGUEL GALLEGOS ZURITA

Carte broșată

301.17 lei

Medicine Woman Medwyn Goodall

Audio CD

67.77 lei

Riskante Nähe Meike Wittfeld

Carte broșată

228.39 lei

Igel Klara Kirschbaum

binding.

100.21 lei

Rime Guido Cavalcanti

Carte broșată

142.00 lei

Blue Blood: A Russian Western Aris Aristoss

Carte broșată

71.83 lei

Michael Haneke : la disparidad de lo trágico Juan Hernández Les

Carte broșată

105.62 lei

Blackrosa Antoine Kerrand

Carte broșată

57.79 lei

Smrt v Římě Robert Katz

Copertă tare

30.76 lei

Fit und frisch mit 80 Manfred Breddermann

Carte broșată

37.21 lei

Besonderheiten der Projektfinanzierung im Kreditgeschaft bei Banken Oliver Schmitt

Carte broșată

212.59 lei

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice Uses recursive utility as the benchmark preference representation in dynamic settings Sets the foundations for advanced modeling using geometric arguments and martingale methodology Features self-contained mathematical appendixes Includes extensive end-of-chapter exercises