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Asset Pricing: Revised Edition
John Cochrane
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Description for Asset Pricing: Revised Edition
Hardback. This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals. Num Pages: 560 pages, 51 line illus. 20 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 243 x 165 x 39. Weight in Grams: 932.
Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and ... Read more
Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and ... Read more
Product Details
Publisher
Princeton University Press United States
Number of pages
560
Format
Hardback
Publication date
2005
Condition
New
Weight
925g
Number of Pages
560
Place of Publication
New Jersey, United States
ISBN
9780691121376
SKU
V9780691121376
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-19
About John Cochrane
John H. Cochrane is Theodore O. Yntema Professor of Finance at the University of Chicago Graduate School of Business. He is Director of the National Bureau of Economic Research Asset Pricing Program.
Reviews for Asset Pricing: Revised Edition
Co-Winner of the 2001 Paul A. Samuelson award "This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award... The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is."
Journal of Economic Literature
Journal of Economic Literature