• New Age Asset Pricing New Age Asset Pricing

New Age Asset Pricing

Product Code : 9788122431247

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Quick Overview

New Age A Textbook of Engineering Mathematics


Part I : Asset Pricing Theory

  • Consumption-Based Model and Overview

  • Applying the Basic Model

  • Contingent Claims Markets

  • The Discount Factor

  • Mean-Variance Frontier and Beta Representations

  • Relation between Discount Factors, Betas, and Mean-Variance Frontiers

  • Implications of Existence and Equivalence Theorems

  • Conditioning Information

  • Factor Pricing Models

Part II : Estimating and Evaluating Asset Pricing Models

  • GMM in Explicit Discount Factor Models

  • GMM : General Formulas and Applications

  • Regression-Based Tests of Linear Factor Models

  • GMM for Linear Factor Models in Discount Factor Form

  • Maximum Likelihood

  • Time-Series, Cross-Section, and GMM/DF Tests of Linear Factor Models

  • Which Method?

Part III : Bonds and Options

  • Option Pricing

  • Option Pricing without Perfect Replication

  • Tern Structure of Interest Rates

Part IV : Empirical Survey

  • Expected Returns in the Time Series and Cross Section

  • Equity Premium Puzzle and Consumption-Based Models

Part V : Appendix

  • Appendix : Continuous Time

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Brand / Publisher New Age International
Return Policy 30 Days
Book Type Text Books
Edition 2016
ISBN 9788122431247
Author John H. Cochrane.
Language English
Subject Economics
Pages 556
Binding Hardback
Notebook Binding Type Paperback


Brand Information

New Age Established in 1966, New Age International Publishers is the market leader in educational books and is now ranked among leading publishing houses bringing out professional and college level textbooks in Commerce & Management, Science & Technology and Medical Sciences. Our current list includes 1500+ titles mainly in STM, which has earned the trust of educators and students alike. Because of our commitment to accuracy, integrity, authenticity and excellence, our books spanning the post secondary learning spectrum from college to career making professional level have transformed NEW AGE into a brand name.

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