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eISBN : 9789812701022

Sommaire : Acknowledgments
Preface to the Second Edition
Preface to the First Edition
1 Theory of Valuation: Overview and Recent Developments
2 The Valuation of Uncertain Income Streams and the Pricing of Options
Discussion: Market Incompleteness and the Equilibrium Valuation of Assets
3 An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities
Discussion: Intertemporal Asset Pricing
4 Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
Discussion: Spanning in Financial Markets
5 A Theory of the Term Structure of Interest Rates
Discussion: Modelling the Term Structure of Interest Rates in General Equilibrium
6 Optimal Bond Trading with Personal Taxes
Discussion: Tax Effects on the Pricing of Government Securities
7 Capital Market Equilibrium with Transaction Costs
8 Theory of Rational Option Pricing
Discussion: Option Pricing Theory and Its Applications
9 A Simple Approach to Arbitrage Pricing Theory
Discussion: Notes on the Arbitrage Pricing Theory
10 Mutual Fund Separation in Financial Theory—The Separating Distributions
Discussion: Mutual Funds, Capital Structure, and Economic Efficiency
11 Recursive Competitive Equilibrium: The Case of Homogeneous Households

Langue : Anglais

Edition : 2ème

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque