Skip to content

Finance Theory and Asset Pricing
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing Paperback - 2003 - 2nd Edition

by Frank Milne


From the publisher

Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular, it explores arbitrage pricing models with and without diversification, Martingale pricing methods and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multi-period models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates.
Additional sections sketch extensions to real options and transaction costs.

Details

  • Title Finance Theory and Asset Pricing
  • Author Frank Milne
  • Binding Paperback
  • Edition number 2nd
  • Edition 2
  • Pages 248
  • Volumes 1
  • Language ENG
  • Publisher OUP Oxford, Oxford ; New York
  • Date 2003-05-29
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9780199261079 / 0199261075
  • Weight 0.64 lbs (0.29 kg)
  • Dimensions 8.48 x 5.56 x 0.55 in (21.54 x 14.12 x 1.40 cm)
  • Library of Congress subjects Finance - Mathematical models, Capital assets pricing model
  • Library of Congress Catalog Number 2002033655
  • Dewey Decimal Code 332
Back to Top

More Copies for Sale

Finance Theory and Asset Pricing: Second Edition
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing: Second Edition

by Frank Milne

  • Used
  • very good
  • Paperback
Condition
Used - Very Good
Binding
Paperback
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
1
Seller
Morangis, France
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$32.56
$12.00 shipping to USA

Show Details

Description:
OUP Oxford, 2008. Paperback. Very Good. Former library book. Slight signs of wear on the cover. Edition 2008. Ammareal gives back up to 15% of this item's net price to charity organizations.
Item Price
$32.56
$12.00 shipping to USA
Finance Theory and Asset Pricing: Second Edition
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing: Second Edition

by Frank Milne

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
10
Seller
Southport, Merseyside, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$64.81
$12.57 shipping to USA

Show Details

Description:
Paperback / softback. New. A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.
Item Price
$64.81
$12.57 shipping to USA
Finance Theory and Asset Pricing
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing

by Frank Milne

  • New
Condition
New
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
78
Seller
Uxbridge, Greater London, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$66.37
$10.10 shipping to USA

Show Details

Description:
New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Finance Theory and Asset Pricing.
Item Price
$66.37
$10.10 shipping to USA
Finance Theory and Asset Pricing: Second Edition
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing: Second Edition

by Frank Milne

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
10
Seller
Southport, Merseyside, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$74.00
$12.57 shipping to USA

Show Details

Description:
Paperback / softback. New. A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.
Item Price
$74.00
$12.57 shipping to USA
Finance Theory and Asset Pricing (Vienna Institute for Advanced Studies)
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing (Vienna Institute for Advanced Studies)

by Milne, Frank

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
5
Seller
campbelltown, Florida, United States
Seller rating:
This seller has earned a 1 of 5 Stars rating from Biblio customers.
Item Price
$90.00
$15.00 shipping to USA

Show Details

Description:
Oxford University Press. Paperback. New. 8x5x0. Brand New Book in Publishers original Sealing
Item Price
$90.00
$15.00 shipping to USA
Finance Theory and Asset Pricing
Stock Photo: Cover May Be Different

Finance Theory and Asset Pricing

by Frank Milne

  • New
Condition
New
ISBN 10 / ISBN 13
9780199261079 / 0199261075
Quantity Available
4
Seller
Woodside, New York, United States
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$109.85
$3.99 shipping to USA

Show Details

Description:
Oxford University Press OUP , pp. 246 2nd Edition . Papeback. New.
Item Price
$109.85
$3.99 shipping to USA