TY  - BOOK
AU  - Bhattacharya,Sudipto
AU  - Constantinides,George M.
TI  - Theory of valuation
SN  - 9812563741
AV  - HG173 .T53 2005
U1  - 332.0157 22
PY  - 2005///]
CY  - Singapore
PB  - World Scientific
KW  - Finance
KW  - Valuation theory
N1  - 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
N2  - "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
ER  -