金融經典好書 Theory of Asset Pricing by George Pennacchi

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Product Description     Theory of Asset Pricing unifies the central  tenets and techniques of asset valuation into a single, comprehensive  resource that is ideal for the first PhD course in asset pricing.

  Single-Period Portfolio Choice and Asset Pricing:  Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM,  Arbitrage, and Linear Factor Models; Consumption-Savings and State  Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Claims Pricing: Basics  of Derivative Pricing; Essentials of Diffusion Processes and Itô’s  Lemma; Dynamic Hedging and PDE Valuation; Arbitrage, Martingales,  Pricing Kernels; Mixing Diffusion and Jump Processes; Asset Pricing in Continuous Time: Continuous-Time Consumption and Portfolio Choice; Equilibrium Asset Returns; Time-Inseparable Utility; Additional Topics in Asset Pricing: Behavioral  Finance and Asset Pricing; Asset Pricing with Differential Information;  Models of the Term Structure of Interest Rates; Models of Default Risk.

MESSAGE: For all readers interested in asset valuation.   
  
      From the Back Cover     Theory of Asset Pricing unifies the central  tenets and techniques of asset valuation into a single, comprehensive  resource that is ideal for the first PhD course in asset pricing.

  Single-Period Portfolio Choice and Asset Pricing:  Expected Utility and Risk Aversion; Mean-Variance Analysis; CAPM,  Arbitrage, and Linear Factor Models; Consumption-Savings and State  Pricing; Multiperiod Consumption, Portfolio Choice, and Asset Pricing: A Multiperiod Discrete Time Model of Consupmtion; Multiperiod Market Equilibrium; Contingent Claims Pricing: Basics  of Derivative Pricing; Essentials of Diffusion Processes and Itô’s  Lemma; Dynamic Hedging and PDE Valuation; Arbitrage, Martingales,  Pricing Kernels; Mixing Diffusion and Jump Processes; Asset Pricing in Continuous Time: Continuous-Time Consumption and Portfolio Choice; Equilibrium Asset Returns; Time-Inseparable Utility; Additional Topics in Asset Pricing: Behavioral  Finance and Asset Pricing; Asset Pricing with Differential Information;  Models of the Term Structure of Interest Rates; Models of Default Risk.

MESSAGE: For all readers interested in asset valuation.

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关键词：Pennacchi Pricing Theory George Pricin Theory Pricing Asset George Pennacchi

英文书太难看，不想看，呵呵，支持楼主一个

expensive... but will take a look still ;-)

有中文版的吗？

好贵啊~~但是现在急用，还是买了

It is not a published book,only forthcoming

这个版本比其他的好啊

还没出版的版本啊

good.....................................

Theory of Asset Pricing