Asset Pricing

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Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. By striking a balance between fundamental theories and cutting-edge research, Pennacchi offers the reader a well-rounded introduction to modern asset pricing theory that does not require a high level of mathematical complexity.A user-friendly presentation builds student knowledge, offering equal exposure to technical rigor and motivating discussions. Coverage of current valuation techniques includes single- and multi-period models; models set in discrete-time and continuous-time; and models of endowment economies and production economies. A broad range of up-to-date topics-including derivatives, and default-free and defaultable fixed income securities-provides the most current research. Recent modeling of non-time-separable utility and utility that reflects behavioral biases is included, in addition to models of standard, time-separable expected utility functions. While much of the analysis makes standard "perfect markets" assumptions, the book also examines the effects of asymmetric information on trading and asset prices. End-of-chapter summaries and exercises reinforce concepts presented in the text.

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Wydawnictwo: inne
Data wydania: b.d
Kategoria: Ekonomia
ISBN: 978-0-321-12720-4
Liczba stron: 0

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