Published by Princeton University Press

Used
/
Quantity Available: 0

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

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 #

**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**

Title: **Asset Pricing Theory**

Publisher: **Princeton University Press**

Book Condition: **New**

ISBN 10: 0691139857
ISBN 13: 9780691139852

Used
Hardcover
Quantity Available: 1

Seller

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

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

Used
Hardcover
Quantity Available: 1

Seller

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

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

New
Quantity Available: > 20

Seller

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

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

New
Hardcover
Quantity Available: 1

Seller

Rating

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

More Information About This Seller | Ask Bookseller a Question

ISBN 10: 0691139857
ISBN 13: 9780691139852

Used
Quantity Available: 2

Seller

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

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

Used
Hardcover
Quantity Available: 1

Seller

Rating

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

More Information About This Seller | Ask Bookseller a Question

Published by
Princeton University Press, United States
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

New
Hardcover
Quantity Available: 10

Seller

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

Published by
Princeton University Press, United States
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

New
Hardcover
Quantity Available: 10

Seller

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

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

Used
Hardcover
Quantity Available: 3

Seller

Rating

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

More Information About This Seller | Ask Bookseller a Question

Published by
Princeton University Press
(2009)

ISBN 10: 0691139857
ISBN 13: 9780691139852

New
Hardcover
Quantity Available: 3

Seller

Rating

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

More Information About This Seller | Ask Bookseller a Question