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Neoclassical Finance


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Oktober 2004

Beschreibung

Beschreibung

""Neoclassical Finance is a significant contribution to the field that deserves to be widely cited. Stephen Ross provides a clear and concise discussion of basic theory, a new and in some ways unique look at arbitrage and market efficiency, and resolves a long-standing empirical puzzle about closed end funds."--Richard Roll, Japan Alumni Chair in Finance, Anderson School of Business at the University of California, Los Angeles


Inhaltsverzeichnis

PREFACE ix CHAPTER ONE: No Arbitrage: The Fundamental Theorem of Finance 1 CHAPTER TWO: Bounding the Pricing Kernel, Asset Pricing, and Complete Markets 22 CHAPTER THREE: Efficient Markets 42 CHAPTER FOUR: A Neoclassical Look at Behavioral Finance: The Closed-End Fund Puzzle 66 BIBLIOGRAPHY 95 INDEX 101

Portrait

Stephen A. Ross is the Franco Modigliani Professor of Finance and Economics at the Massachusetts Institute of Technology. Best known as the originator of arbitrage pricing theory and as the codiscoverer of risk-neutral pricing and the binomial model for pricing derivatives, he is the coauthor of the best-selling textbook series in finance, "Corporate Finance".

Pressestimmen

"Neoclassical Finance is a significant contribution to the field that deserves to be widely cited. Stephen Ross provides a clear and concise discussion of basic theory, a new and in some ways unique look at arbitrage and market efficiency, and resolves a long-standing empirical puzzle about closed end funds." - Richard Roll, Japan Alumni Chair in Finance, Anderson School of Business at the University of California, Los Angeles"
EAN: 9780691121383
ISBN: 0691121389
Untertitel: Sprache: Englisch.
Verlag: University Press Group Ltd
Erscheinungsdatum: Oktober 2004
Format: gebunden
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