Theory of Asset Pricing--Pennacchi 答案

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Theory of Asset Pricing--Pennacchi 答案 ---英文答案

     Contents
Chapter 1 Expected Utility and Risk Aversion ............................................................................... 1
Chapter 2 Mean-Variance Analysis ................................................................................................ 6
Chapter 3 CAPM, Arbitrage, and Linear Factor Models .............................................................. 12
Chapter 4 Consumption-Savings Decisions and State Pricing...................................................... 17
Chapter 5 A Multiperiod Discrete-Time Model of Consumption and Portfolio Choice............... 24
Chapter 6 Multiperiod Market Equilibrium .................................................................................. 33
Chapter 7 Basics of Derivative Pricing ......................................................................................... 37
Chapter 8 Essentials of Diffusion Processes and Itô’s Lemma..................................................... 41
Chapter 9 Dynamic Hedging and PDE Valuation......................................................................... 45
Chapter 10 Arbitrage, Martingales, and Pricing Kernels .............................................................. 50
Chapter 11 Mixing Diffusion and Jump Processes ....................................................................... 59
Chapter 12 Continuous-Time Consumption and Portfolio Choice ............................................... 62
Chapter 13 Equilibrium Asset Returns.......................................................................................... 74
Chapter 14 Time-Inseparable Utility.............................................................................................79
Chapter 15 Behavioral Finance and Asset Pricing........................................................................ 85
Chapter 16 Asset Pricing with Differential Information ............................................................... 91
Chapter 17 Models of the Term Structure of Interest Rates.......................................................... 97
Chapter 18 Models of Default Risk.............................................................................................104

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关键词：Pennacchi Pricing Theory Pricin Asset Theory Pricing Asset

非常感谢，帮了大忙了

一道题怎么也做不出，哭死了

楼主真是好人啊

请问楼主有"A General Theory of Asset Valuation under Diffusion State Processes
这本书吗？电子版

lz，太贵了。

谢谢楼主，好资料

感谢楼主分享

hazardary 发表于 2009-10-20 06:20
Theory of Asset Pricing--Pennacchi 答案 ---英文答案

     Contents
Chapter 1 Expected Utility and Risk Aversion ............................................................................... 1
Chapter 2 Mean-Variance Analysis ................................................................................................ 6
Chapter 3 CAPM, Arbitrage, and Linear Factor Models .............................................................. 12
Chapter 4 Consumption-Savings Decisions and State Pricing...................................................... 17
Chapter 5 A Multiperiod Discrete-Time Model of Consumption and Portfolio Choice............... 24
Chapter 6 Multiperiod Market Equilibrium .................................................................................. 33
Chapter 7 Basics of Derivative Pricing ......................................................................................... 37
Chapter 8 Essentials of Diffusion Processes and Itô’s Lemma..................................................... 41
Chapter 9 Dynamic Hedging and PDE Valuation......................................................................... 45
Chapter 10 Arbitrage, Martingales, and Pricing Kernels .............................................................. 50
Chapter 11 Mixing Diffusion and Jump Processes ....................................................................... 59
Chapter 12 Continuous-Time Consumption and Portfolio Choice ............................................... 62
Chapter 13 Equilibrium Asset Returns.......................................................................................... 74
Chapter 14 Time-Inseparable Utility.............................................................................................79
Chapter 15 Behavioral Finance and Asset Pricing........................................................................ 85
Chapter 16 Asset Pricing with Differential Information ............................................................... 91
Chapter 17 Models of the Term Structure of Interest Rates.......................................................... 97
Chapter 18 Models of Default Risk.............................................................................................104

已经购买，谢谢lz

好想要...可是錢不夠...真難過...

喔耶~有錢了 真開心~趕快來下載~謝謝樓主分享唷