03634nam 22006614a 450 991081700650332120200520144314.01-281-37267-69786611372675981-270-102-8(CKB)1000000000334274(EBL)296265(OCoLC)437181976(SSID)ssj0000258281(PQKBManifestationID)11200619(PQKBTitleCode)TC0000258281(PQKBWorkID)10256449(PQKB)11388103(MiAaPQ)EBC296265(WSP)00000743 (Au-PeEL)EBL296265(CaPaEBR)ebr10173960(CaONFJC)MIL137267(PPN)170216705(EXLCZ)99100000000033427420050411d2005 uy 0engurcn|||||||||txtccrTheory of valuation /editors, Sudipto Bhattacharya, George M. Constantinides2nd ed.Hackensack, NJ World Scientificc20051 online resource (387 p.)Description based upon print version of record.981-256-374-1 Includes bibliographical references.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 MarketsA 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-The Separating Distributionsdiscussion: Mutual Funds, Capital Structure, and Economic EfficiencyRECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDSThe 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 promptFinanceEconomicsValuation theoryFinance.Economics.Valuation theory.332/.01/57Bhattacharya Sudipto122764Constantinides George M1633921MiAaPQMiAaPQMiAaPQBOOK9910817006503321Theory of valuation3973913UNINA