Search for author name: "George Pennacchi" | Books found: 1
Theory of Asset Pricing (Addison-Wesley Series in Finance)
Author: George Pennacchi | Publisher: Prentice Hall
KEY MESSAGE: Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. Single-Period Portfolio Choice and Asset Pricing: Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM, Arbitrage, and Linear Factor Models; Consumption-Savings and State Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Cl…
| Added: 15.05.2007 | ISBN: 032112720X | Pages: 400 | Price: £ 52,24 | Lang.: English |
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Pricing and Revenue Optimi… Pages: 368 Price: £ 55,50 Lang.: English This is the first comprehensive introduction to the concepts, theories, and applications of pricing and revenue optimization. From the initial success of "yield management" in the commercial airline industry do… |
Franchise Value and the Pr… Pages: 241 Price: £ 23,99 Lang.: English This monograph develops the franchise value approach to analyzing the prospective cash flows that determine a company's price-to-earnings ratio. The franchise factor model retains the simplicity and intuitive a… |
Energy Price Risk: Trading… Pages: 554 Price: £ 130,00 Lang.: English "Energy Price Risk" was inspired by the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance us… |
Introduction to Econometri… Pages: 480 Price: £ 30,59 Lang.: English Introduction to Econometrics provides students with a simple mathematics notation and step-by step explanations of mathematical proofs to facilitate a thorough understanding of the subject. Extensive exercises… |
The Interpretation of Fina… Pages: 144 Price: £ 13,53 Lang.: English First published in 1937, this is a comprehensive guide to reading and understanding financial documents such as balance sheets and profit and loss statements. It is a practical and accessible guide for business… |
Trend Following: How Great… Pages: 448 Price: £ 9,89 Lang.: English How did trader, John W. Henry, start out as a farmer and end up a billionaire and owner of, first the Florida Marlins and now, the Boston Red Sox? How do traders like Bill Dunn, Ed Seykota and Keith Campbell co… |
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