000 02942pam a22003734a 4500
001 6135087
005 20070619125356.0
008 070220s2008 maua b 001 0 eng
010 _a 2006039325
020 _a032112720X (alk. paper)
020 _a9780321127204 (alk. paper)
035 _a(OCoLC)OCM77004061
035 _a(OCoLC)77004061
035 _a(NNC)6135087
040 _aDLC
_cDLC
_dBAKER
_dC#P
_dOrLoB-B
050 0 0 _aHG4636
_b.P4 2008
100 1 _aPennacchi, George Gaetano.
245 1 0 _aTheory of asset pricing /
_cGeorge Pennacchi.
260 _aBoston :
_bPearson/Addison-Wesley,
_cc2008.
300 _axvii, 457 p. :
_bill. ;
_c24 cm.
490 1 _aThe Addison-Wesley series in finance
504 _aIncludes bibliographical references (p. 415-431) and index.
505 0 0 _gPt. I.
_tSingle-period portfolio choice and asset pricing --
_g1.
_tExpected utility and risk aversion --
_g2.
_tMean-variance analysis --
_g3.
_tCAPM, arbitrage, and linear factor models --
_g4.
_tConsumption-savings decisions and state pricing --
_gPt. II.
_tMultiperiod consumption, portfolio choice, and asset pricing --
_g5.
_tA multiperiod discrete-time model of consumption and portfolio choice --
_g6.
_tMultiperiod market equilibrium --
_gPt. III.
_tContingent claims pricing --
_g7.
_tBasics of derivative pricing --
_g8.
_tEssentials of diffusion processes and Ito's Lemma --
_g9.
_tDynamic hedging and PDE valuation --
_g10.
_tArbitrage, martingales, and pricing kernels --
_g11.
_tMixing diffusion and jump processes --
_gPt. IV.
_tAsset pricing in continuous time --
_g12.
_tContinuous-time consumption and portfolio choice --
_g13.
_tEquilibrium asset returns --
_g14.
_tTime-inseparable utility --
_gPt. V.
_tAdditional topics in asset pricing --
_g15.
_tBehavioral finance and asset pricing --
_g16.
_tAsset pricing with differential information --
_g17.
_tModels of the term structure of interest rates --
_g18.
_tModels of default risk.
520 1 _a"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 _aCapital assets pricing model.
650 0 _aSecurities.
830 0 _aAddison-Wesley series in finance.
900 _bTOC
942 _2lcc
_cBK
948 1 _a20070504
_bc
_chew2
_dMPS
999 _c34830
_d34830