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035 _a(ATU)b12626363
035 _a(OCoLC)59280205
040 _aDLC
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050 0 0 _aHG173
_b.T53 2005
082 0 0 _a332.0157
_222
245 0 0 _aTheory of valuation /
_ceditors, Sudipto Bhattacharya, George M. Constantinides.
250 _aSecond edition.
264 1 _aSingapore :
_bWorld Scientific,
_c[2005]
264 4 _c©2005
300 _axiv, 371 pages :
_billustrations ;
_c24 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references.
505 0 0 _tTheory of valuation : overview and recent developments /
_rGeorge M. Constantinides --
_tValuation of uncertain income streams and the pricing of options /
_rMark Rubinstein --
_tMarket incompleteness and the equilibrium valuation of assets /
_rJosé A. Schneinkman --
_tIntertemporal asset pricing model with stochastic consumption and investment opportunities /
_rDouglas T. Breeden --
_tIntertemporal asset pricing /
_rStephen A. Ross --
_tImplementing Arrow-Debreu equilibria by continuous trading of few long-lived securities /
_rDarrell Duffie and Chi-fu Huang --
_tSpanning in financial markets /
_rJonathan E. Ingersoll, Jr. --
_tTheory of the term structure of interest rates /
_rJohn C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross --
_tModelling the term structure of interest rates in general equilibrium /
_rKenneth J. Singleton --
_tOptimal bond trading with personal taxes /
_rGeorge M. Constantinides and Jonathan E. Ingersoll, Jr. --
_tTax effects on the pricing of government securities /
_rRobert H. Litzenberger --
_tCapital market equilibrium with transaction costs /
_rGeorge M. Constantinides --
_tTheory of rational option pricing /
_rRobert C. Merton --
_tOption pricing theory and its application /
_rJohn C. Cox and Chi-fu Huang --
_tSimple approach to arbitrage pricing theory /
_rGur Huberman --
_tNotes on the arbitrage pricing theory /
_rGregory Connor --
_tMutual fund separation in financial theory-- the separating distributions /
_rStephen A. Ross --
_tMutual funds, capital structure, and economic efficiency /
_rJoseph E. Stiglitz --
_tRecursive competitive equilibrium : the case of homogeneous households /
_rEdward C. Prescott and Rajnish Mehra.
520 1 _a"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.
588 _aMachine converted from AACR2 source record.
650 0 _aFinance
_9344952
650 0 _aValuation theory.
_9325468
700 1 _aBhattacharya, Sudipto,
_eeditor.
_9275823
700 1 _aConstantinides, George M.,
_eeditor.
_91057954
907 _a.b12626363
_b22-08-17
_c28-10-15
942 _cB
945 _a332.0157 THE
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