Asset pricing for dynamic economies:
This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: •...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2008
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| Subjects: | |
| Online Access: | BSB01 UBG01 Volltext |
| Summary: | This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xvi, 584 pages) |
| ISBN: | 9780511753909 |
| DOI: | 10.1017/CBO9780511753909 |
Staff View
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| 505 | 8 | |a 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix | |
| 520 | |a This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie | ||
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| contents | 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix |
| ctrlnum | (ZDB-20-CBO)CR9780511753909 (OCoLC)971458052 (DE-599)BVBBV043923656 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511753909 |
| format | Electronic eBook |
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| isbn | 9780511753909 |
| language | English |
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| spelling | Altug, Sumru Verfasser aut Asset pricing for dynamic economies Sumru Altug and Pamela Labadie Cambridge Cambridge University Press 2008 1 online resource (xvi, 584 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 s 1\p DE-604 Labadie, Pamela 1953- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-69914-3 Erscheint auch als Druckausgabe 978-0-521-87585-1 https://doi.org/10.1017/CBO9780511753909 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Altug, Sumru Asset pricing for dynamic economies 1. Complete contingent claims -- 2. Arbitrage and asset valuation -- 3. Expected utility -- 4. CAPM and APT -- 5. Consumption and saving -- 6. Dynamic programming -- 7. Intertemporal risk sharing -- 8. Consumption and asset pricing -- 9. Non-separable preferences -- 10. Economies with production -- 11. Investment -- 12. Business cycles -- 13. Models with cash-in-advance constraints -- 14. International asset markets -- 15. Asset pricing with frictions -- 16. Borrowing constraints -- 17. Overlapping generations models -- A. Mathematical appendix Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4121078-5 |
| title | Asset pricing for dynamic economies |
| title_auth | Asset pricing for dynamic economies |
| title_exact_search | Asset pricing for dynamic economies |
| title_full | Asset pricing for dynamic economies Sumru Altug and Pamela Labadie |
| title_fullStr | Asset pricing for dynamic economies Sumru Altug and Pamela Labadie |
| title_full_unstemmed | Asset pricing for dynamic economies Sumru Altug and Pamela Labadie |
| title_short | Asset pricing for dynamic economies |
| title_sort | asset pricing for dynamic economies |
| topic | Capital assets pricing model Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | Capital assets pricing model Capital-Asset-Pricing-Modell |
| url | https://doi.org/10.1017/CBO9780511753909 |
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