TY  - BOOK
AU  - Pennacchi,George Gaetano
TI  - Theory of asset pricing
T2  - The Addison-Wesley series in finance
SN  - 032112720X (alk. paper)
AV  - HG4636 .P4 2008
PY  - 2008///
CY  - Boston
PB  - Pearson/Addison-Wesley
KW  - Capital assets pricing model
KW  - Securities
N1  - Includes bibliographical references (p. 415-431) and index; Pt. I; Single-period portfolio choice and asset pricing --; 1; Expected utility and risk aversion --; 2; Mean-variance analysis --; 3; CAPM, arbitrage, and linear factor models --; 4; Consumption-savings decisions and state pricing --; Pt. II; Multiperiod consumption, portfolio choice, and asset pricing --; 5; A multiperiod discrete-time model of consumption and portfolio choice --; 6; Multiperiod market equilibrium --; Pt. III; Contingent claims pricing --; 7; Basics of derivative pricing --; 8; Essentials of diffusion processes and Ito's Lemma --; 9; Dynamic hedging and PDE valuation --; 10; Arbitrage, martingales, and pricing kernels --; 11; Mixing diffusion and jump processes --; Pt. IV; Asset pricing in continuous time --; 12; Continuous-time consumption and portfolio choice --; 13; Equilibrium asset returns --; 14; Time-inseparable utility --; Pt. V; Additional topics in asset pricing --; 15; Behavioral finance and asset pricing --; 16; Asset pricing with differential information --; 17; Models of the term structure of interest rates --; 18; Models of default risk
N2  - "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
ER  -