Financial asset pricing theory / Claus Munk.
By: Munk, Claus [author.].
Publisher: Oxford : Oxford University Press, [2015]Description: vii, 585 pages : illustrations ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780198716457 (hbk.).Subject(s): Capital assets pricing model -- Textbooks | Finance -- Mathematical models -- Textbooks | Investments -- Mathematical models -- Textbooks | Capital assets pricing model | Finance -- Mathematical models | Investments -- Mathematical modelsGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG4636 . M86 2015 (Browse shelf) | Available | AU0000000009370 |
Browsing Alfaisal University Shelves , Shelving location: On Shelf Close shelf browser
|
|
|
|
|
|
|
||
| HG4572 .L4 2006 Reminiscences of a stock operator | HG4636 .B33 2016 Asset pricing and portfolio choice theory / | HG4636 .B35 2016 Empirical asset pricing : the cross section of stock returns / | HG4636 . M86 2015 Financial asset pricing theory / | HG4650 .D875 2021 Fixed income trading and risk management : the complete guide / | HG4650 .F3292 2020 Fixed Income Analysis Workbook : Workbook. | HG4661 .E43 1993 Trading for a living : psychology, trading tactics, money management / |
Includes bibliographical references and index.
1. Introduction and overview -- 2.Uncertainty, information, and stochastic processes -- 3. Portfolios, arbitrage, and market completeness -- 4 .State prices -- 5. Preferences -- 6. Individual optimality -- 7.Market equilibrium -- 8.Basic consumption-based asset pricing -- 9. Advanced consumption-based asset pricing -- 10. Factor models -- 11. The economics of the term structure of interest rates -- 12. Risk-adjusted probabilities -- 13. Derivatives.
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.