Item type | Current library | Shelving location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
BOOKs | National Law School | Library Compactors | 332.21 LER (Browse shelf(Opens below)) | Available | 18332 |
Contents
Part I. Equilibrium and Arbitrage:
1. General equilibrium in security markets;
2. Linear pricing;
3. Arbitrage and positive pricing;
4. Portfolio restrictions;
Part II. Valuation:
5. Valuation;
6. State prices and risk-neutral probabilities;
7. Valuation under portfolio restrictions;
Part III. Risk: 8. Expected utility;
9. Risk aversion;
10. Risk;
Part IV. Optimal Portfolios:
11. Optimal portfolios with one risky security;
12. Comparative statics of optimal portfolios;
13. Optimal portfolios with several risky securities;
Part V. Equilibrium Prices and Allocations:
14. Consumption-based security pricing;
15. Complete markets and Pareto-optimal allocations of risk;
16. Optimality in incomplete security markets;
Part VI. Mean-Variance Models:
17. The expectations and pricing kernels;
18. The mean-variance frontier payoffs;
19. CAPM;
20. Factor pricing;
Part VII. Multidate Models:
21. A multidate model of security markets;
22. Multidate arbitrage and positivity;
23. Dynamically complete markets;
24. Valuation;
25. Event process, risk-neutral probabilities and the pricing kernel;
26. Security gains as martingales;
27. Consumption-based security pricing;
28. The frontier payoffs and the CAPM.
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