Theory of valuation /
editors, Sudipto Bhattacharya, George M. Constantinides.
- Second edition.
- xiv, 371 pages : illustrations ; 24 cm
Includes bibliographical references.
Theory of valuation : overview and recent developments / Valuation of uncertain income streams and the pricing of options / Market incompleteness and the equilibrium valuation of assets / Intertemporal asset pricing model with stochastic consumption and investment opportunities / Intertemporal asset pricing / Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities / Spanning in financial markets / Theory of the term structure of interest rates / Modelling the term structure of interest rates in general equilibrium / Optimal bond trading with personal taxes / Tax effects on the pricing of government securities / Capital market equilibrium with transaction costs / Theory of rational option pricing / Option pricing theory and its application / Simple approach to arbitrage pricing theory / Notes on the arbitrage pricing theory / Mutual fund separation in financial theory-- the separating distributions / Mutual funds, capital structure, and economic efficiency / Recursive competitive equilibrium : the case of homogeneous households / George M. Constantinides -- Mark Rubinstein -- José A. Schneinkman -- Douglas T. Breeden -- Stephen A. Ross -- Darrell Duffie and Chi-fu Huang -- Jonathan E. Ingersoll, Jr. -- John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross -- Kenneth J. Singleton -- George M. Constantinides and Jonathan E. Ingersoll, Jr. -- Robert H. Litzenberger -- George M. Constantinides -- Robert C. Merton -- John C. Cox and Chi-fu Huang -- Gur Huberman -- Gregory Connor -- Stephen A. Ross -- Joseph E. Stiglitz -- 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.