Theory of valuation:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New Jersey [u.a.]
World Scientific
2005
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Table of contents only Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references |
| Beschreibung: | XIV, 371 S. |
| ISBN: | 9812563741 |
Internformat
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| 245 | 1 | 0 | |a Theory of valuation |c Editors Sudipto Bhattacharya ... |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2005 | |
| 300 | |a XIV, 371 S. | ||
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| 650 | 4 | |a Valuations, Théorie des | |
| 650 | 4 | |a Économie politique | |
| 650 | 4 | |a Wirtschaft | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Acknowledgments ix
Preface to the Second Edition xi
Preface to the First Edition xiii
1 Theory of Valuation: Overview and Recent Developments
George M. Constantinides 1
2 The Valuation of Uncertain Income Streams and the Pricing
of Options Mark Rubinstein 25
Discussion: Market Incompleteness and the Equilibrium
Valuation of Assets Jose A. Scheinkman 45
3 An Intertemporal Asset Pricing Model with Stochastic Consump¬
tion and Investment Opportunities Douglas T. Breeden 53
Discussion: Intertemporal Asset Pricing Stephen A. Ross 85
4 Implementing Arrow Debreu Equilibria by Continuous Trading of
Few Long Lived Securities Darrell Duffie and Chi fu Huang 97
Discussion: Spanning in Financial Markets
Jonathan E. Ingersoll, Jr. Ill
5 A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross 129
Discussion: Modelling the Term Structure of Interest Rates in
General Equilibrium Kenneth J. Singleton 152
6 Optimal Bond Trading with Personal Taxes
George M. Constantinides and Jonathan E. Ingersoll, Jr. 165
Discussion: Tax Effects on the Pricing of Government Securities
Robert H. Litzenberger 202
7 Capital Market Equilibrium with Transaction Costs
George M. Constantinides 207
8 Theory of Rational Option Pricing Robert C. Merton 229
Discussion: Option Pricing Theory and Its Applications
John C. Cox and Chi fu Huang 272
9 A Simple Approach to Arbitrage Pricing Theory Gur Huberman 289
Discussion: Notes on the Arbitrage Pricing Theory
Gregory Connor 298
viii | Contents
10 Mutual Fund Separation in Financial Theory—The Separating
Distributions Stephen A. Ross 309
Discussion: Mutual Funds, Capital Structure, and Economic
Efficiency Joseph E. Stiglitz 342
11 Recursive Competitive Equilibrium: The Case of Homogeneous
Households Edward C. Prescott and Rajnish Mehra 357
|
| adam_txt |
Acknowledgments ix
Preface to the Second Edition xi
Preface to the First Edition xiii
1 Theory of Valuation: Overview and Recent Developments
George M. Constantinides 1
2 The Valuation of Uncertain Income Streams and the Pricing
of Options Mark Rubinstein 25
Discussion: Market Incompleteness and the Equilibrium
Valuation of Assets Jose A. Scheinkman 45
3 An Intertemporal Asset Pricing Model with Stochastic Consump¬
tion and Investment Opportunities Douglas T. Breeden 53
Discussion: Intertemporal Asset Pricing Stephen A. Ross 85
4 Implementing Arrow Debreu Equilibria by Continuous Trading of
Few Long Lived Securities Darrell Duffie and Chi fu Huang 97
Discussion: Spanning in Financial Markets
Jonathan E. Ingersoll, Jr. Ill
5 A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross 129
Discussion: Modelling the Term Structure of Interest Rates in
General Equilibrium Kenneth J. Singleton 152
6 Optimal Bond Trading with Personal Taxes
George M. Constantinides and Jonathan E. Ingersoll, Jr. 165
Discussion: Tax Effects on the Pricing of Government Securities
Robert H. Litzenberger 202
7 Capital Market Equilibrium with Transaction Costs
George M. Constantinides 207
8 Theory of Rational Option Pricing Robert C. Merton 229
Discussion: Option Pricing Theory and Its Applications
John C. Cox and Chi fu Huang 272
9 A Simple Approach to Arbitrage Pricing Theory Gur Huberman 289
Discussion: Notes on the Arbitrage Pricing Theory
Gregory Connor 298
viii | Contents
10 Mutual Fund Separation in Financial Theory—The Separating
Distributions Stephen A. Ross 309
Discussion: Mutual Funds, Capital Structure, and Economic
Efficiency Joseph E. Stiglitz 342
11 Recursive Competitive Equilibrium: The Case of Homogeneous
Households Edward C. Prescott and Rajnish Mehra 357 |
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| edition | 2. ed. |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T13:22:17Z |
| indexdate | 2024-07-09T20:26:49Z |
| institution | BVB |
| isbn | 9812563741 |
| language | English |
| lccn | 2005045537 |
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| physical | XIV, 371 S. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Theory of valuation Editors Sudipto Bhattacharya ... 2. ed. New Jersey [u.a.] World Scientific 2005 XIV, 371 S. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references Finances Valuations, Théorie des Économie politique Wirtschaft Finance Economics Valuation theory Finanzierung (DE-588)4017182-6 gnd rswk-swf Werttheorie (DE-588)4079190-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzierung (DE-588)4017182-6 s DE-604 Werttheorie (DE-588)4079190-7 s Bhattacharya, Sudipto 1951-2012 Sonstige (DE-588)129651478 oth http://www.loc.gov/catdir/toc/fy0607/2005045537.html Table of contents only HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014180380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Theory of valuation Finances Valuations, Théorie des Économie politique Wirtschaft Finance Economics Valuation theory Finanzierung (DE-588)4017182-6 gnd Werttheorie (DE-588)4079190-7 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4079190-7 (DE-588)4143413-4 |
| title | Theory of valuation |
| title_auth | Theory of valuation |
| title_exact_search | Theory of valuation |
| title_exact_search_txtP | Theory of valuation |
| title_full | Theory of valuation Editors Sudipto Bhattacharya ... |
| title_fullStr | Theory of valuation Editors Sudipto Bhattacharya ... |
| title_full_unstemmed | Theory of valuation Editors Sudipto Bhattacharya ... |
| title_short | Theory of valuation |
| title_sort | theory of valuation |
| topic | Finances Valuations, Théorie des Économie politique Wirtschaft Finance Economics Valuation theory Finanzierung (DE-588)4017182-6 gnd Werttheorie (DE-588)4079190-7 gnd |
| topic_facet | Finances Valuations, Théorie des Économie politique Wirtschaft Finance Economics Valuation theory Finanzierung Werttheorie Aufsatzsammlung |
| url | http://www.loc.gov/catdir/toc/fy0607/2005045537.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014180380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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