LEADER 03634nam 22006614a 450 001 9910817006503321 005 20200520144314.0 010 $a1-281-37267-6 010 $a9786611372675 010 $a981-270-102-8 035 $a(CKB)1000000000334274 035 $a(EBL)296265 035 $a(OCoLC)437181976 035 $a(SSID)ssj0000258281 035 $a(PQKBManifestationID)11200619 035 $a(PQKBTitleCode)TC0000258281 035 $a(PQKBWorkID)10256449 035 $a(PQKB)11388103 035 $a(MiAaPQ)EBC296265 035 $a(WSP)00000743 035 $a(Au-PeEL)EBL296265 035 $a(CaPaEBR)ebr10173960 035 $a(CaONFJC)MIL137267 035 $a(PPN)170216705 035 $a(EXLCZ)991000000000334274 100 $a20050411d2005 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aTheory of valuation /$feditors, Sudipto Bhattacharya, George M. Constantinides 205 $a2nd ed. 210 $aHackensack, NJ $cWorld Scientific$dc2005 215 $a1 online resource (387 p.) 300 $aDescription based upon print version of record. 311 $a981-256-374-1 320 $aIncludes bibliographical references. 327 $aContents; 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 327 $aA 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 Distributions 327 $adiscussion: Mutual Funds, Capital Structure, and Economic EfficiencyRECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS 330 $aThe 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 606 $aFinance 606 $aEconomics 606 $aValuation theory 615 0$aFinance. 615 0$aEconomics. 615 0$aValuation theory. 676 $a332/.01/57 701 $aBhattacharya$b Sudipto$0122764 701 $aConstantinides$b George M$01633921 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910817006503321 996 $aTheory of valuation$93973913 997 $aUNINA