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Theory of valuation [[electronic resource] /] / editors, Sudipto Bhattacharya, George M. Constantinides



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Titolo: Theory of valuation [[electronic resource] /] / editors, Sudipto Bhattacharya, George M. Constantinides Visualizza cluster
Pubblicazione: Hackensack, NJ, : World Scientific, c2005
Edizione: 2nd ed.
Descrizione fisica: 1 online resource (387 p.)
Disciplina: 332/.01/57
Soggetto topico: Finance
Economics
Valuation theory
Altri autori: BhattacharyaSudipto  
ConstantinidesGeorge M  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references.
Nota di contenuto: 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-The Separating Distributions
discussion: Mutual Funds, Capital Structure, and Economic EfficiencyRECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS
Sommario/riassunto: 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
Titolo autorizzato: Theory of valuation  Visualizza cluster
ISBN: 1-281-37267-6
9786611372675
981-270-102-8
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910783922603321
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