Theory of Valuation

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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, …

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    Om Theory of Valuation

    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.Contents: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)Readership: Postgraduate and advanced MBA students in financial economics and economics.

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    Detaljer

    Format
    E-Bok
    Filformat
    PDF
    Utgivelsesår
    2005
    Forlag
    World Scientific Publishing Co
    Språk
    Engelsk
    ISBN
    9789812701022
    Sider
    388

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