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Theoretical Foundations of Asset Pricing.
・ISBN 978-1-009-43903-9 hard GB£ 49.99
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お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-009-43907-7
| 著者・編者 | Skiadas, Costis, |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2025.02 |
| ページ数 | 256 pp. |
| 言語 | ENG |
| ニュース番号 | ＜742-150＞ |
解説
This text provides an advanced introduction to the modeling of competitive financial markets, encompassing arbitrage and equilibrium pricing of financial contracts, as well as optimal lifetime consumption and portfolio choice. Notable features include its coverage of recursive utility in discrete and continuous time and several results not previously available in book form. Each chapter concludes with a set of exercises, with solutions available to verified instructors. Ideal as a graduate-level course text, this book can also serve as a valuable reference for researchers and finance industry practitioners. Readers with a finance focus can use the text to build analytical foundations for a significant component of the economics of financial markets, while readers with a mathematics focus will find a well-motivated introduction to basic tools of stochastic analysis and convex analysis.