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(Hardback)
By: Costis Skiadas
ISBN: 9780691139852
Readership/Audience: Tertiary Education
Publication Date: May 2009
Publisher: Princeton University Press
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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.
