Business & Economics Books:

Finance Theory and Asset Pricing

Sorry, this product is not currently available to order

Here are some other products you might consider...

Finance Theory and Asset Pricing

Second Edition

Format

Hardback

Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Finance Theory and Asset Pricing by Frank Milne
Unavailable
Sorry, this product is not currently available to order

Description

This text provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, the book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular, it explores arbitrage pricing models with and without diversification, Martingale pricing methods, and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multiperiod models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs.

Author Biography

Frank Milne has taught at the University of Rochester, Australian National University, and Australian Graduate School of Management, and is currently Bank of Montreal Professor of Economics and Finance at Queen's University, Canada. He has published extensively in academic economics and finance journals.
Release date NZ
March 20th, 2003
Author
Country of Publication
United Kingdom
Edition
2nd Revised edition
Imprint
Oxford University Press
Pages
246
Dimensions
141x224x18
ISBN-13
9780199261062
Product ID
1859652

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
Filed under...

Buy this and earn 2,366 Banana Points