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Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Open Books, Chicago, IL, U.S.A.
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Hardcover. Condizione: Very Good. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Greenwood Road Books, Bridgman, MI, U.S.A.
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Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. Not ex-library. Previous owner signature on ffep.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Read&Dream, SAINT LOUIS, MO, U.S.A.
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Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: GF Books, Inc., Hawthorne, CA, U.S.A.
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Condizione: Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. 1.58.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Ergodebooks, Houston, TX, U.S.A.
Libro
Hardcover. Condizione: Good. Every day, the financial markets bravely price trillions of dollars in such risky securities as stocks, bonds, options, futures, and derivatives. The systematic determination of their values-asset pricing-has developed dramatically in the last few years due to advances in financial theory and econometrics. In one of the most highly anticipated books in financial economics, John Cochrane unifies and brings this science up to date for the benefit of advanced students and professionals.Cochrane traces the pricing of all assets back to a single idea-price equals expected discounted payoff-that captures the macroeconomic 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 discount factor.The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution.Written to be a summary for academics and professionals as well as a textbook for advanced graduate students, this book condenses and advances recent scholarship in financial economics.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Book Deals, Tucson, AZ, U.S.A.
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Condizione: Very Good. Very Good condition. Shows only minor signs of wear, and very minimal markings inside (if any). 1.58.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Front Cover Books, Denver, CO, U.S.A.
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Condizione: new.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Books Unplugged, Amherst, NY, U.S.A.
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Condizione: New. Buy with confidence! Book is in new, never-used condition 1.58.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: GoldenDragon, Houston, TX, U.S.A.
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Hardcover. Condizione: new. Buy for Great customer experience.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Condizione: New.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Condizione: As New. Unread book in perfect condition.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains highlighter markings. In poor condition, suitable as a reading copy. Dust jacket in poor condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780691121376.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: Book Deals, Tucson, AZ, U.S.A.
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Condizione: Good. Good condition. This is the average used book, that has all pages or leaves present, but may include writing. Book may be ex-library with stamps and stickers. 1.58.
Editore: Princeton University Press, 2001
ISBN 10: 0691074984ISBN 13: 9780691074986
Da: GoldBooks, Denver, CO, U.S.A.
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Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
Editore: Princeton University Press, Princeton, 2001
Da: Expatriate Bookshop of Denmark, Svendborg, Danimarca
orig.cloth Minor rubbing. VG., dustwrapper. 24x16cm, xvii,530 pp. "Every day, the financial markets bravely price trillions of dollars in such risky securities as stocks, bonds, options, futures, and derivatives. The systematic determination of their values--asset pricing--has developed dramatically in the last few years due to advances in financial theory and econometrics. In one of the most highly anticipated books in financial economics, John Cochrane unifies and brings this science up to date for the benefit of advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic 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 discount factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff.,." - Publisher's Minor rubbing. VG., dustwrapper.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Byrd Books, Austin, TX, U.S.A.
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Hardcover. Condizione: very good. In Used Condition.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Condizione: New. 2005. Revised. Hardback. This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals. Num Pages: 560 pages, 51 line illus. 20 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 243 x 165 x 39. Weight in Grams: 932. . . . . .
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
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Condizione: New.
Editore: Princeton University Press 2005-02-18, Princeton, N.J. |Oxford, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Blackwell's, London, Regno Unito
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hardback. Condizione: New. Language: ENG.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Grumpys Fine Books, Tijeras, NM, U.S.A.
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Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: booksXpress, Bayonne, NJ, U.S.A.
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Hardcover. Condizione: new.
Editore: Princeton University Press, New Jersey, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Grand Eagle Retail, Wilmington, DE, U.S.A.
Libro
Hardcover. Condizione: new. Hardcover. 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. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics. "An excellent survey of asset pricing theory and applications from the modern viewpoint of stochastic discount factors and their associated geometry. This book was already a classic among finance scholars and on Ph.D. syllabi when it circulated in the form of class notes. It will also prove highly useful to practitioners who seek an in-depth introduction to these tools."—Yacine Ait-Sahalia, Princeton University "This is a beautiful book that uses the elegant simplicity of the stochastic discount factor to present a general theory of the pricing of stocks, bonds, and derivatives and a practical approach to estimating particular models derived from the general theory. It will help experts in the field to consolidate their knowledge and beginners to appreciate the unity of asset pricing theory. Cochrane uses his mastery of the subject to present it in a clear and compelling manner that is easily accessible."—Michael Brennan, Anderson School, University of California, Los Angeles "This is an impressive treatise of very high quality. It is a serious scholarly monograph, of interest to those who are working to advance financial theory, and it can also serve as a textbook in an advanced finance course. It is thoughtful, inductive, and comprehensive."—Robert J. Shiller, author of "Irrational Exuberance" "This is a sparkling, intuitive, makes-it-look-easier-than-it really-is, gem of a book . . . Cochrane's focus is the classical asset pricing models of frictionless markets and rational expectations. But the lessons learned are relevant in many empirical contexts. Cochrane's clever intuition and easy, informal writing style make the book a joy to read."—Wayne Ferson, BostonCollege "This book represents an exciting step forward in the exposition of financial economics. The last twenty years of finance research have advanced and enriched the field, and textbook treatments have lagged behind these developm Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: GoldenWavesOfBooks, Fayetteville, TX, U.S.A.
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Hardcover. Condizione: new. New. Fast Shipping and good customer service.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Monster Bookshop, Fleckney, Regno Unito
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Hardcover. Condizione: New. BRAND NEW ** SUPER FAST SHIPPING FROM UK WAREHOUSE ** 30 DAY MONEY BACK GUARANTEE.
Editore: Princeton Univ Pr, 2004
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. revised edition. 533 pages. 9.25x6.25x1.50 inches. In Stock.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
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Condizione: As New. Unread book in perfect condition.
Editore: Princeton University Press, 2005
ISBN 10: 0691121370ISBN 13: 9780691121376
Da: Kennys Bookstore, Olney, MD, U.S.A.
Libro
Condizione: New. 2005. Revised. Hardback. This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals. Num Pages: 560 pages, 51 line illus. 20 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 243 x 165 x 39. Weight in Grams: 932. . . . . . Books ship from the US and Ireland.