PDF Asset Pricing and Portfolio Choice Theory Writen By Kerry Back
Asset Pricing and Portfolio Choice Theory
By : Kerry Back
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Book Synopsis :
In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensiveexercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices.The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives(options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on explaining
Book Detail :
Author : Kerry Back
Pages : 744 pages
Publisher : Oxford University Press, USA
Language :
ISBN-10 : 0190241144
ISBN-13 : 9780190241148
Supporting format: PDF, EPUB, Kindle, Audio, MOBI, HTML, RTF, TXT, etc.
Supporting : PC, Android, Apple, Ipad, Iphone, etc.
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