书目详细信息
： Asset pricing for dynamic economics /
书目信息 机读格式(MARC)
| ISBN： | 9780521699143 (pbk.) : |
|---|---|
| ISBN： | 0521699142 (pbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 个人名称： | Altug, Sumru. |
| 题名： | Asset pricing for dynamic economics / Sumru Altug, Jagjit S. Chadha, Pamela Labadie. |
| 索书号： | F015/A465-2E |
| 出版发行项： | Cambridge : Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press (South Africa) : [distributor] Cambridge University Press, 2008. |
| 载体形态： | 600 p. : figures, 22 line 4 ; 25 cm. |
| 一般附注： | Paperback. Trade paperback (US). |
| 格式化内容附注： | 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. |