Sumru Altug, Pamela Labadie

Asset Pricing for Dynamic Economies

• Broschiertes Buch

Produktbeschreibung

An introduction to general equilibrium modeling in macroeconomics and finance with an emphasis on asset pricing phenomena.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 602
• Erscheinungstermin: 11. September 2008
• Englisch
• Abmessung: 244mm x 170mm x 32mm
• Gewicht: 1024g
• ISBN-13: 9780521699143
• ISBN-10: 0521699142
• Artikelnr.: 24926716

Autorenporträt

Sumru Altug is Professor of Economics at Koç University, Istanbul, and Research Fellow on the International Macroeconomics Programme at the Centre for Economic Policy Research (CEPR), London.

Inhaltsangabe

List of figures
List of tables
Preface
Part I. Basic Concepts: 1. Complete contingent claims
2. Arbitrage and asset valuation
3. Expected utility
4. CAPM and APT
5. Consumption and saving
Part II. Recursive Models: 6. Dynamic programming
7. Intertemporal risk sharing
8. Consumption and asset pricing
9. Nonseparable preferences
10. Economies with production
11. Investment
12. Business cycles
Part III. Monetary and International Models: 13. Models with money
14. International models
Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions
16. Borrowing constraints
17. Overlapping generations models
Part V. Supplementary Material: A. Mathematical appendix
References
Index.