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Record Nr. |
UNINA9910817006503321 |
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Titolo |
Theory of valuation / / editors, Sudipto Bhattacharya, George M. Constantinides |
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Pubbl/distr/stampa |
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Hackensack, NJ, : World Scientific, c2005 |
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ISBN |
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1-281-37267-6 |
9786611372675 |
981-270-102-8 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (387 p.) |
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Altri autori (Persone) |
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BhattacharyaSudipto |
ConstantinidesGeorge M |
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Disciplina |
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Soggetti |
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Finance |
Economics |
Valuation theory |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; Acknowledgments; Preface to the Second Edition; Preface to the First Edition; 1 Theory of Valuation: Overview and Recent Developments; The valuation of uncertain income streams and the pricing of options; discussion: Market Incompleteness and the Equilibrium Valuation of Assets; AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES; discussion: Intertemporal Asset Pricing; IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES; discussion: Spanning in Financial Markets |
A THEORY OF THE TERM STRUCTURE OF INTEREST RATES 1 discussion: Modeling the Term Structure of Interest Rates in General Equilibrium; OPTIMAL BOND TRADING WITH PERSONAL TAXES*; discussion: Tax Effects on the Pricing of Government Securities; Capital Market Equilibrium with Transaction Costs; Theory of rational option pricing; discussion: Option Pricing Theory and Its Applications; A Simple Approach to Arbitrage Pricing Theory; discussion: Notes on the Arbitrage Pricing Theory; Mutual Fund Separation in Financial Theory- |
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The Separating Distributions |
discussion: Mutual Funds, Capital Structure, and Economic EfficiencyRECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS |
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Sommario/riassunto |
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The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Stiglitz. Since then, with the perspective of major theoretical strides in the field, the book has more than fulfilled its original expectations. The realization that it remains today a compendium of classic articles and a must-read for any serious student in theoretical financial economics, has prompt |
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