"Prijsvorming." . . "Capital Asset Pricing Model Theorie." . . "Poon, Ser-Huang" . . "BUSINESS & ECONOMICS Investments & Securities General." . . "Optionspreistheorie." . . "Prices and markets" . . "Gazdaságmatematika." . . "Kockázat gazdasági." . . "CAPM" . . "Effectenhandel." . . "Mercat de capitals Models matemàtics." . . "Econometrische modellen." . . "Capital-Asset-Pricing-Modell." . . "Capital-asset-pricing-Modell." . . . "Empreses Finances Models matemàtics." . . . . . . "Asset pricing in discrete time : a complete markets approach" . . . . . . . . . . . . "Electronic books" . "Electronic books"@en . . . . . . . . . . . . . . . . . . "Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance. -- Covers asset pricing in a single period model, deriving a simple complete market pricing model and using Stein's lemma to derive a version of the Capital Asset Pricing Model. -- Looks more deeply into some of the utility determinants of the pricing kernel, investigating in particular the effect of non-marketable background risks on the shape of the pricing kernel. -- Derives the prices of European-style contingent claims, in particular call options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant elasticity, and emphasizes the idea of a risk-neutral valuation relationship between the price of a contingent claim on an asset and the underlying asset price. -- Extends the analysis to contingent claims on assets with non-lognormal distributions and considers the pricing of claims when risk-neutral valuation relationships do not exist.- - Expands the treatment of asset pricing to a multi-period economy, deriving prices in a rational expectations equilibrium. -- Uses the rational expectations framework to analyse the pricing of forward and futures contracts on assets and derivatives. -- Analyses the pricing of bonds given stochastic interest rates, and then uses this methodology to model the drift of forward rates, and as a special case the drift of the forward London Interbank Offer Rate in the LIBOR Market Model."@en . . . . "Asset pricing in discrete time : a complete market approach" . . . . . "Asset pricing in discrete time a complete markets approach" . "Asset pricing in discrete time a complete markets approach"@en . "Llibres electrònics" . . . "Asset Pricing in Discrete Time: A Complete Markets Approach"@en . . "Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance.-- Covers asset pricing in a single period model, deriving a simple complete market pricing model and using Stein's lemma to derive a version of the Capital Asset Pricing Model.-- Looks more deeply into some of the utility determinants of the pricing kernel, investigating in particular the effect of non-marketable background risks on the shape of t." . . . . . . "Asset pricing in discret time : a complete markets approach" . . . . . . . "Asset Pricing in Discrete Time A Complete Markets Approach" . . . "Theorie" . . "værdipapirer" . . "Business." . . "Diskretes Modell." . . "prisfastsættelse" . . "modèle d'évaluation des actifs financiers." . . "Price models" . . "Capital assets pricing model." . . "Modèle de fixation du prix des actifs." . . "Capital Asset Pricing Model" . .