| 000 | 00764camuu2200253 a 4500 | |
| 001 | 000045627073 | |
| 005 | 20110126133257 | |
| 008 | 110125s2008 nyu 000 0 eng d | |
| 010 | ▼a 2008024826 | |
| 020 | ▼a 9780521875851 | |
| 020 | ▼a 9780521699143 (pbk.) | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 211009 | |
| 050 | 0 0 | ▼a HG4636 ▼b .A448 2008 |
| 082 | 0 0 | ▼a 332.6 ▼2 22 |
| 084 | ▼a 332.6 ▼2 DDCK | |
| 090 | ▼a 332.6 ▼b A469a | |
| 100 | 1 | ▼a Altug, Sumru. |
| 245 | 1 0 | ▼a Asset pricing for dynamic economies / ▼c Sumru Altug and Pamela Labadie. |
| 260 | ▼a New York : ▼b Cambridge University Press, ▼c c2008. | |
| 300 | ▼a xvi, 584 p. ; ▼c 25 cm. | |
| 650 | 0 | ▼a Capital assets pricing model. |
| 700 | 1 | ▼a Labadie, Pamela, ▼d 1953-. |
| 945 | ▼a KLPA |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.6 A469a | 등록번호 121203522 (3회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: ? Provides a consistent framework for understanding dynamic economic models ? Introduces key concepts in finance in a discrete time setting ? Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment ? Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices ? Reviews business cycle analysis and the business cycle implications of monetary and international models ? Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs ? Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie
An introduction to general equilibrium modeling in macroeconomics and finance with an emphasis on asset pricing phenomena.
정보제공 :
목차
List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13. Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematical appendix; References; Index.
정보제공 :