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Theory of valuation

Author: Bhattacharya, Sudipto Publisher: World Scientific Publishing 2005.Language: EnglishDescription: 371 p. ; 23 cm.ISBN: 9812563741Type of document: Book
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Main Collection
Print HG174 .T53 2005
(Browse shelf)
900095757
Available 900095757
Total holds: 0

Digitized

Contents Theory of valuation Acknowledgments Preface to the Second Edition Preface to the First Edition 1 Theory of Valuation: Overview and Recent Developments Xlll ... ix xi George M . Constantinides I 25 45 53 85 97 117 129 152 165 202 207 229 272 289 298 2 The Valuation of Uncertain Income Streams and the Pricing of Options Mark Rubinstein Discussion: Market Incompleteness and the Equilibrium Valuation of Assets Josk A. Scheinkman 3 An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities Douglas T. Breeden 'It Discussion: Intertemporal Asset Pricing Stephen A. Ross 4 Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities Darrell DuBe und Chi+ Huany Discussion: Spanning in Financial Markets Jonathan E. Ingersoll, Jr. 5 A Theory of the Term Structure of Interest Rates John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross Discussion: Modelling the Term Structure of Interest Rates in General Equilibrium Kenneth J. Singleton 6 Optimal Bond Trading with Personal Taxes George M . Constantinides and Jonathan E. Ingersoll, Jr. Discussion: Tax Effects on the Pricing of Government Securities Robert H . Litzenherger 7 Capital Market Equilibrium with Transaction Costs George M . Constantinides 8 Theory of Rational Option Pricing Robert C. Merton Discussion: Option Pricing Theory and Its Applications John C. C o x and Chi-fu Huang 9 A Simple Approach to Arbitrage Pricing Theory Gur Huberman Discussion: Notes on the Arbitrage Pricing Theory Gregory Connor viii I Contents 10 Mutual Fund Separation in Financial Theory-The Separating Stephen A. Ross Distributions Discussion: Mutual Funds, Capital Structure, and Economic Efficiency Joseph E. Stiglitz 309 342 1 1 Recursive Competitive Equilibrium: The Case of Homogeneous Edward C. Prescott and Rajnish Mehra Households 357

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