Asset Pricing

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Brand: Princeton University Press
SKU: DADAX0691121370
ISBN : 9780691121376
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Asset Pricing

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discounted factor.

Specifications of Asset Pricing

GENERAL
AuthorJohn H. Cochrane
BindingHardcover
LanguageEnglish
EditionRevised
ISBN-100691121370
ISBN-139780691121376
PublisherPrinceton University Press
Number Of Pages568
Publication Date2005-01-23
DIMENSIONS
Height9.22 inch.
Length6.52 inch.
Width1.57 inch.
Weight1.98 pounds.

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