Capital markets and prices : valuing uncertain income streams
著者
書誌事項
Capital markets and prices : valuing uncertain income streams
（Advanced textbooks in economics, v. 25）
North-Holland , Sole distributors for U.S.A. and Canada, Elsevier Science, 1986
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注記
Bibliography: p. 347-356
Includes index
内容説明・目次
内容説明
This book deals with the valuation of income streams under conditions of uncertainty and will serve well both as an introduction and as an advanced treatment. Developments for a wide variety of market economies and tradeable instruments are unified using the general state preference framework. The topics are those usual in the theory of capital and financial economics. Readers are presumed to have a good foundation in microeconomic theory and basic mathematical skills.
目次
Theory of Choice Under Risk. Equilibrium in a Contingent Commodity Market Economy. Contingent Claim and Security Market Economies. Complete and Incomplete Security Markets. Risk and Return: The Efficient Set. Linear Pricing. The Capital Asset Pricing Model (CAPM). Theory of the Firm: Production and Capital Structure. Multiperiod Consumption and Investment. Multiperiod Valuation. Multiperiod Valuation and Options. Appendix. References. Index.
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