Theoretical Foundations of Asset Pricing

Auteur
Costis Skiadas is the Harold L. Stuart Professor of Finance at Northwestern University, where he has served as chairman of the Finance department. He has made research contributions on foundational aspects of the topics covered in this text. He previously authored 'Asset Pricing Theory' (2009).

Texte du rabat

"The result of decades of teaching experience at a top doctoral program, this book provides a succinct and deep introduction to the theoretical foundations of Asset Pricing, a central component of financial economics. Ideal as a graduate-level course book, as well as a reference for researchers and finance industry practitioners"--

Contenu

Preface; 1. Market and arbitrage pricing; 2. Probabilistic methods in arbitrage pricing; 3. Optimality and equilibrium pricing; Appendix A. Additive utility representations; Appendix B. Elements of convex analysis; Bibliography; Index.