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Theory of valuation / editors, Sudipto Bhattacharya, George M. Constantinides.

Contributor(s): Material type: TextTextPublisher: Singapore : World Scientific, [2005]Copyright date: ©2005Edition: Second editionDescription: xiv, 371 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9812563741
  • 9789812563743
Subject(s): DDC classification:
  • 332.0157 22
LOC classification:
  • HG173 .T53 2005
Contents:
Theory of valuation : overview and recent developments / George M. Constantinides -- Valuation of uncertain income streams and the pricing of options / Mark Rubinstein -- Market incompleteness and the equilibrium valuation of assets / José A. Schneinkman -- Intertemporal asset pricing model with stochastic consumption and investment opportunities / Douglas T. Breeden -- Intertemporal asset pricing / Stephen A. Ross -- Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities / Darrell Duffie and Chi-fu Huang -- Spanning in financial markets / Jonathan E. Ingersoll, Jr. -- Theory of the term structure of interest rates / John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross -- Modelling the term structure of interest rates in general equilibrium / Kenneth J. Singleton -- Optimal bond trading with personal taxes / George M. Constantinides and Jonathan E. Ingersoll, Jr. -- Tax effects on the pricing of government securities / Robert H. Litzenberger -- Capital market equilibrium with transaction costs / George M. Constantinides -- Theory of rational option pricing / Robert C. Merton -- Option pricing theory and its application / John C. Cox and Chi-fu Huang -- Simple approach to arbitrage pricing theory / Gur Huberman -- Notes on the arbitrage pricing theory / Gregory Connor -- Mutual fund separation in financial theory-- the separating distributions / Stephen A. Ross -- Mutual funds, capital structure, and economic efficiency / Joseph E. Stiglitz -- Recursive competitive equilibrium : the case of homogeneous households / Edward C. Prescott and Rajnish Mehra.
Review: "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."--BOOK JACKET.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.0157 THE (Browse shelf(Opens below)) 1 Available A519331B

Includes bibliographical references.

Theory of valuation : overview and recent developments / George M. Constantinides -- Valuation of uncertain income streams and the pricing of options / Mark Rubinstein -- Market incompleteness and the equilibrium valuation of assets / José A. Schneinkman -- Intertemporal asset pricing model with stochastic consumption and investment opportunities / Douglas T. Breeden -- Intertemporal asset pricing / Stephen A. Ross -- Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities / Darrell Duffie and Chi-fu Huang -- Spanning in financial markets / Jonathan E. Ingersoll, Jr. -- Theory of the term structure of interest rates / John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross -- Modelling the term structure of interest rates in general equilibrium / Kenneth J. Singleton -- Optimal bond trading with personal taxes / George M. Constantinides and Jonathan E. Ingersoll, Jr. -- Tax effects on the pricing of government securities / Robert H. Litzenberger -- Capital market equilibrium with transaction costs / George M. Constantinides -- Theory of rational option pricing / Robert C. Merton -- Option pricing theory and its application / John C. Cox and Chi-fu Huang -- Simple approach to arbitrage pricing theory / Gur Huberman -- Notes on the arbitrage pricing theory / Gregory Connor -- Mutual fund separation in financial theory-- the separating distributions / Stephen A. Ross -- Mutual funds, capital structure, and economic efficiency / Joseph E. Stiglitz -- Recursive competitive equilibrium : the case of homogeneous households / Edward C. Prescott and Rajnish Mehra.

"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."--BOOK JACKET.

Machine converted from AACR2 source record.

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