Financial asset pricing theory

• Material Type: 図書
• ISBN: 9780199585496 (hbk.); 0199585490 (hbk.)
• Title: Financial asset pricing theory
• Author/Editor: Claus Munk.
• Edition: First edition.
• Author Heading: Munk, Claus.
• Publication, Distribution, etc.: Oxford : Oxford University Press
• Publication Date: 2013.
• Publication Date (W3CDTF): 2013
• Extent: vii, 585 pages
• Other physical details: illustrations
• Size: 24 cm
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Genre/Form Terms: Textbooks.
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Capital assets pricing model--Textbooks.; Finance--Mathematical models--Textbooks.; Investments--Mathematical models--Textbooks.; Capital assets pricing model.; Finance--Mathematical models.; Investments--Mathematical models.
• LCC: HG4636
• DDC: 332.041
• NDLC: DF111
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and index.
• Holding library: 国立国会図書館
• Call No.: DF111-B89
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 024001976; http://id.ndl.go.jp/bib/024001976
• OCLC No.: 819519247; https://www.worldcat.org/oclc/819519247
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Contents: 1. Introduction and overview2.Uncertainty, information, and stochastic processes3. Portfolios, arbitrage, and market completeness...
• Summary, etc.: The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts...