Asset Pricing Theory

Skiadas, Costis

Published by Princeton University Press
ISBN 10: 0691139857 / ISBN 13: 9780691139852
Used / Quantity Available: 0
Available From More Booksellers
View all  copies of this book

About the Book

We're sorry; this specific copy is no longer available. AbeBooks has millions of books. We've listed similar copies below.

Description:

Offers an introduction to the theoretical and methodological foundations of competitive asset pricing. This book develops the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, with emphasis on geometric and martingale methods. Series: Princeton Series in Finance. Num Pages: 368 pages, 12 line illus. BIC Classification: KCD; KCH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 244 x 166 x 29. Weight in Grams: 746. . 2009. Hardcover. . . . . Bookseller Inventory #

About this title:

Book ratings provided by GoodReads:
4.5 avg rating
(2 ratings)

Synopsis:


Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory.


Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature.



Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built.



  • Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice

  • Uses recursive utility as the benchmark preference representation in dynamic settings

  • Sets the foundations for advanced modeling using geometric arguments and martingale methodology

  • Features self-contained mathematical appendixes

  • Includes extensive end-of-chapter exercises


From the Inside Flap:

"Costis Skiadas has given us the definitive self-contained treatment of neoclassical asset pricing theory. There is nothing more rigorous, elegant, or thoughtful on the subject."--Darrell Duffie, Graduate School of Business, Stanford University


"Asset Pricing Theory is a significant contribution to the field because it fills a void and does so in a masterful way. It will be useful to economists, mathematicians, financial engineers, and physicists who wish to read a high-level and rigorous development of the subject. I predict that this book will remain a standard reference for many years to come."--George M. Constantinides, University of Chicago


"About this title" may belong to another edition of this title.

Bibliographic Details

Title: Asset Pricing Theory
Publisher: Princeton University Press
Book Condition: New

Top Search Results from the AbeBooks Marketplace

1.

Costis Skiadas
ISBN 10: 0691139857 ISBN 13: 9780691139852
Used Hardcover Quantity Available: 1
Seller
Westland Books
(Wymondham, United Kingdom)
Rating
[?]

Book Description As New. UK stocked, available immediately. Hardcover, published by Princeton University Press in 2009. A lovely bright copy throughout, with unmarked contents. The unclipped dustjacket is in excellent condition. Bookseller Inventory # sh5xhgt766

More Information About This Seller | Ask Bookseller a Question

Buy Used
27
Convert Currency

Add to Basket

Shipping: 9.50
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Skiadas, Costis
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
Used Hardcover Quantity Available: 1
Seller
Open Books
(Chicago, IL, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2009. Hardcover. Book Condition: Very Good. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. Bookseller Inventory # mon0000282196

More Information About This Seller | Ask Bookseller a Question

Buy Used
28.97
Convert Currency

Add to Basket

Shipping: 2.41
Within U.S.A.
Destination, Rates & Speeds

3.

Costis Skiadas
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
New Quantity Available: > 20
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Princeton University Press, 2009. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # WP-9780691139852

More Information About This Seller | Ask Bookseller a Question

Buy New
41.26
Convert Currency

Add to Basket

Shipping: 9
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Skiadas, Costis
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
New Hardcover Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2009. Hardcover. Book Condition: New. book. Bookseller Inventory # 0691139857

More Information About This Seller | Ask Bookseller a Question

Buy New
52.76
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

5.

Costis Skiadas
ISBN 10: 0691139857 ISBN 13: 9780691139852
Used Quantity Available: 2
Seller
Best Book Discounts
(Temple Terrace, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: Very Good. This book is in good condition and ready for immediate shipment to any US location by an experienced seller. CDs and Access codes and other peripherals may not be included as is the case with most used books. Thanks for shopping with us. book. Bookseller Inventory # 1627147

More Information About This Seller | Ask Bookseller a Question

Buy Used
52.12
Convert Currency

Add to Basket

Shipping: 3.09
Within U.S.A.
Destination, Rates & Speeds

6.

Skiadas, Costis
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
Used Hardcover Quantity Available: 1
Seller
BookStore Independent
(Memphis, TN, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2009. Hardcover. Book Condition: Used: Good. Bookseller Inventory # 12777734

More Information About This Seller | Ask Bookseller a Question

Buy Used
51.53
Convert Currency

Add to Basket

Shipping: 4
Within U.S.A.
Destination, Rates & Speeds

7.

Costis Skiadas
Published by Princeton University Press, United States (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
New Hardcover Quantity Available: 10
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2009. Hardback. Book Condition: New. 236 x 163 mm. Language: English . Brand New Book. Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book s many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. * Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice * Uses recursive utility as the benchmark preference representation in dynamic settings * Sets the foundations for advanced modeling using geometric arguments and martingale methodology * Features self-contained mathematical appendixes * Includes extensive end-of-chapter exercises. Bookseller Inventory # AAH9780691139852

More Information About This Seller | Ask Bookseller a Question

Buy New
55.98
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Costis Skiadas
Published by Princeton University Press, United States (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
New Hardcover Quantity Available: 10
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2009. Hardback. Book Condition: New. 236 x 163 mm. Language: English . Brand New Book. Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book s many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing literature. Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built. * Covers in depth the modern theoretical foundations of competitive asset pricing and consumption/portfolio choice * Uses recursive utility as the benchmark preference representation in dynamic settings * Sets the foundations for advanced modeling using geometric arguments and martingale methodology * Features self-contained mathematical appendixes * Includes extensive end-of-chapter exercises. Bookseller Inventory # AAH9780691139852

More Information About This Seller | Ask Bookseller a Question

Buy New
58.24
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Skiadas, Costis
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
Used Hardcover Quantity Available: 3
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2009. Hardcover. Book Condition: Very Good. Bookseller Inventory # P020691139857

More Information About This Seller | Ask Bookseller a Question

Buy Used
59.17
Convert Currency

Add to Basket

Shipping: 2.40
Within U.S.A.
Destination, Rates & Speeds

10.

Skiadas, Costis
Published by Princeton University Press (2009)
ISBN 10: 0691139857 ISBN 13: 9780691139852
New Hardcover Quantity Available: 3
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2009. Hardcover. Book Condition: New. Bookseller Inventory # P110691139857

More Information About This Seller | Ask Bookseller a Question

Buy New
64.60
Convert Currency

Add to Basket

Shipping: 2.40
Within U.S.A.
Destination, Rates & Speeds

There are 6 more copies of this book

View all search results for this book