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文件名: Asset Pricing2.rar
本附件包括： The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.pdf The Valuation of Uncertain Income Streams and the Pricing of Options.pdf Theory of rational option pricing.pdf Transformations of Weiner Integrals Under Translations.pdf on moment inequalities for stochastic integrals.pdf on the Pricing of American Options.pdf On the theory of option pricing.pdf On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures.pdf Optimal consumption and portfolio policies when asset prices follow a diffusion process.pdf Optimal investment and consumption strategies under risk for a class of utility functions.pdf Optimal Portfolio and Consumption Decisions for a Small Investor on a Finite Horizon.pdf Optimum consumption and portfolio rules in a continuous-time model.pdf Option Pricing：A Simplified Approach.doc Option Pricing-A Simplified Approach.pdf Pricing Interest-rate-derivative securities.pdf risk, return and equilibrium.pdf Risk, Return, and Equilibrium-Empirical Tests.pdf some new stock market indexes.pdf Stock market prices and long-range dependence.pdf substitution, risk aversion, and the temporal behavior of consumption and asset returns_an empirical analysis.pdf substitution, risk aversion, and the temporal behavior of consumption and returns.pdf Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf The arbitrage theory of capital asset pricing.pdf The Behavior of Stock-Market Prices.pdf The market model of interest rate dynamics.pdf The pricing of commodity contracts.pdf the pricing of options and corporate liabilites.pdf The Pricing of Options on Assets with Stochastic Volatilities.pdf The relation between forward prices and futures prices.pdf
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