Theory of valuation [[electronic resource] /] / editors, Sudipto Bhattacharya, George M. Constantinides |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
Descrizione fisica | 1 online resource (387 p.) |
Disciplina | 332/.01/57 |
Altri autori (Persone) |
BhattacharyaSudipto
ConstantinidesGeorge M |
Soggetto topico |
Finance
Economics Valuation theory |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-37267-6
9786611372675 981-270-102-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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 |
Record Nr. | UNINA-9910450703203321 |
Hackensack, NJ, : World Scientific, c2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Theory of valuation [[electronic resource] /] / editors, Sudipto Bhattacharya, George M. Constantinides |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
Descrizione fisica | 1 online resource (387 p.) |
Disciplina | 332/.01/57 |
Altri autori (Persone) |
BhattacharyaSudipto
ConstantinidesGeorge M |
Soggetto topico |
Finance
Economics Valuation theory |
ISBN |
1-281-37267-6
9786611372675 981-270-102-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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 |
Record Nr. | UNINA-9910783922603321 |
Hackensack, NJ, : World Scientific, c2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Theory of valuation / / editors, Sudipto Bhattacharya, George M. Constantinides |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
Descrizione fisica | 1 online resource (387 p.) |
Disciplina | 332/.01/57 |
Altri autori (Persone) |
BhattacharyaSudipto
ConstantinidesGeorge M |
Soggetto topico |
Finance
Economics Valuation theory |
ISBN |
1-281-37267-6
9786611372675 981-270-102-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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 |
Record Nr. | UNINA-9910817006503321 |
Hackensack, NJ, : World Scientific, c2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|