Theory Of Valuation (2nd Edition)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-256-374-3 (ISBN)
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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, 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.
# 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)
| Erscheint lt. Verlag | 12.7.2005 |
|---|---|
| Verlagsort | Singapore |
| Sprache | englisch |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft |
| ISBN-10 | 981-256-374-1 / 9812563741 |
| ISBN-13 | 978-981-256-374-3 / 9789812563743 |
| Zustand | Neuware |
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