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Asset pricing for dynamic economies

Asset pricing for dynamic economies (3회 대출)

자료유형
단행본
개인저자
Altug, Sumru. Labadie, Pamela, 1953-.
서명 / 저자사항
Asset pricing for dynamic economies / Sumru Altug and Pamela Labadie.
발행사항
New York :   Cambridge University Press,   c2008.  
형태사항
xvi, 584 p. ; 25 cm.
ISBN
9780521875851 9780521699143 (pbk.)
일반주제명
Capital assets pricing model.
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001 000045627073
005 20110126133257
008 110125s2008 nyu 000 0 eng d
010 ▼a 2008024826
020 ▼a 9780521875851
020 ▼a 9780521699143 (pbk.)
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG4636 ▼b .A448 2008
082 0 0 ▼a 332.6 ▼2 22
084 ▼a 332.6 ▼2 DDCK
090 ▼a 332.6 ▼b A469a
100 1 ▼a Altug, Sumru.
245 1 0 ▼a Asset pricing for dynamic economies / ▼c Sumru Altug and Pamela Labadie.
260 ▼a New York : ▼b Cambridge University Press, ▼c c2008.
300 ▼a xvi, 584 p. ; ▼c 25 cm.
650 0 ▼a Capital assets pricing model.
700 1 ▼a Labadie, Pamela, ▼d 1953-.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.6 A469a 등록번호 121203522 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13. Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematical appendix; References; Index.


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