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Asset Pricing

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ISBN-10: 1400829135

ISBN-13: 9781400829132

Edition: 2005 (Revised)

Authors: John H. Cochrane, John H. H. Cochrane

List price: $115.00
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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…    
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Book details

List price: $115.00
Copyright year: 2005
Publisher: Princeton University Press
Publication date: 4/11/2009
Binding: E-Book 
Pages: 560
Language: English