Tracked shipping to South Africa with premium packaging for just R199 

Ship to
South Africa
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)
Type
Physical Book
Publisher
Author
Year
2017
Language
English
Pages
744
Format
Hardcover
ISBN13
9780190241148
Edition No.
2
Categories

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

Kerry E. Back (Author) · Oup Usa · Hardcover

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series) - Kerry E. Back

New Book Imported to South Africa
Delivery: 20 Aug - 28 Aug Shipping: 4 to 5 business days.
R 2,316
R 2,316

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series) "

In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles " and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews