000			01146nam a2200193Ia 4500
999			_c48407 _d48407
005			20220505173847.0
008			200204s9999 xx 000 0 und d
020			_a9780198773986
082			_a332 MIT
100			_a"Milne, Frank"
245		0	_aFinance theory and asset pricing
260			_aOxford
260			_bClarendon Press
260			_c1995
300			_a128p.
520			_aThis book provides a concise guide to financial asset pricing theory. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular it explores arbitrage pricing models with and without diversification, Martingale pricing methods, representative agent pricing models; discusses these ideas in two date and multi-date models; and provides a range of examples from the literature.
650			_aFinance - mathematical models
942			_cB _2ddc