MARC details
| 000 -LEADER |
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| fixed length control field |
02942pam a22003734a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
6135087 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20070619125356.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
070220s2008 maua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2006039325 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
032112720X (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780321127204 (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)OCM77004061 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)77004061 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(NNC)6135087 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
BAKER |
| -- |
C#P |
| -- |
OrLoB-B |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4636 |
| Item number |
.P4 2008 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Pennacchi, George Gaetano. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Addison-Wesley series in finance. |
| 245 10 - TITLE STATEMENT |
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| Title |
Theory of asset pricing / |
| Statement of responsibility, etc |
George Pennacchi. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Boston : |
| Name of publisher, distributor, etc |
Pearson/Addison-Wesley, |
| Date of publication, distribution, etc |
c2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 457 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
The Addison-Wesley series in finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 415-431) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Miscellaneous information |
Pt. I. |
| Title |
Single-period portfolio choice and asset pricing -- |
| Miscellaneous information |
1. |
| Title |
Expected utility and risk aversion -- |
| Miscellaneous information |
2. |
| Title |
Mean-variance analysis -- |
| Miscellaneous information |
3. |
| Title |
CAPM, arbitrage, and linear factor models -- |
| Miscellaneous information |
4. |
| Title |
Consumption-savings decisions and state pricing -- |
| Miscellaneous information |
Pt. II. |
| Title |
Multiperiod consumption, portfolio choice, and asset pricing -- |
| Miscellaneous information |
5. |
| Title |
A multiperiod discrete-time model of consumption and portfolio choice -- |
| Miscellaneous information |
6. |
| Title |
Multiperiod market equilibrium -- |
| Miscellaneous information |
Pt. III. |
| Title |
Contingent claims pricing -- |
| Miscellaneous information |
7. |
| Title |
Basics of derivative pricing -- |
| Miscellaneous information |
8. |
| Title |
Essentials of diffusion processes and Ito's Lemma -- |
| Miscellaneous information |
9. |
| Title |
Dynamic hedging and PDE valuation -- |
| Miscellaneous information |
10. |
| Title |
Arbitrage, martingales, and pricing kernels -- |
| Miscellaneous information |
11. |
| Title |
Mixing diffusion and jump processes -- |
| Miscellaneous information |
Pt. IV. |
| Title |
Asset pricing in continuous time -- |
| Miscellaneous information |
12. |
| Title |
Continuous-time consumption and portfolio choice -- |
| Miscellaneous information |
13. |
| Title |
Equilibrium asset returns -- |
| Miscellaneous information |
14. |
| Title |
Time-inseparable utility -- |
| Miscellaneous information |
Pt. V. |
| Title |
Additional topics in asset pricing -- |
| Miscellaneous information |
15. |
| Title |
Behavioral finance and asset pricing -- |
| Miscellaneous information |
16. |
| Title |
Asset pricing with differential information -- |
| Miscellaneous information |
17. |
| Title |
Models of the term structure of interest rates -- |
| Miscellaneous information |
18. |
| Title |
Models of default risk. |
| 520 1# - SUMMARY, ETC. |
|---|
| Summary, etc |
"Theory of Asset Pricing unifies the central tenets and techniques of asset valuation by striking a balance between fundamental theories and cutting-edge research. Pennacchi offers the reader a well-rounded introduction to modern asset pricing theory that is presented in an intuitive, user-friendly manner."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Capital assets pricing model. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Securities. |
| 900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA] |
|---|
| Numeration |
TOC |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Item type |
Book |
| 948 1# - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
|---|
| Series part designator, SPT (RLIN) |
20070504 |
| b (OCLC) |
c |
| c (OCLC) |
hew2 |
| d (OCLC) |
MPS |