Theory of valuation
著者
書誌事項
Theory of valuation
World Scientific, c2005
2nd ed
大学図書館所蔵 全16件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Stiglitz.Since then, with the perspective of major theoretical strides in the field, the book has more than fulfilled its original expectations. The realization that it remains today a compendium of classic articles and a must-read for any serious student in theoretical financial economics, has prompted the publication of a new edition.This second edition presents a summary statement of significant research in theoretical financial economics for both the specialist and non-specialist financial economist. It also provides material for PhD-level courses covering valuation theory, and elective reading for advanced Master's and undergraduate courses.In addition to reproducing the original contributions, this edition includes the seminal paper by Edward C Prescott and Rajnish Mehra, “Recursive Competitive Equilibrium: The Case of Homogeneous Households,” originally published in Econometrica in 1980.
目次
# Theory of Valuation: Overview and Recent Developments (G M Constantinides) # The Valuation of Uncertain Income Streams and the Pricing of Options (M Rubinstein) # An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities (D T Breeden) # Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities (D Duffie & C-F Huang) # A Theory of the Term Structure of Interest Rates (J C Cox et al.) # Optimal Bond Trading with Personal Taxes (G M Constantinides & J E Ingersoll, Jr) # Capital Market Equilibrium with Transaction Costs (G M Constantinides) # Theory of Rational Option Pricing (R C Merton) # A Simple Approach to Arbitrage Pricing Theory (G Huberman) # Mutual Fund Separation in Financial Theory ? The Separating Distributions (S A Ross) # Recursive Competitive Equilibrium: The Case of Homogeneous Households (E C Prescott & R Mehra)
「Nielsen BookData」 より