Asset Pricing for Dynamic Economies

Asset Pricing for Dynamic Economies
Author: Sumru Altug
Publisher: Cambridge University Press
Total Pages: 702
Release: 2008-09-11
Genre: Business & Economics
ISBN: 1139474367

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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


Asset Pricing for Dynamic Economies
Language: en
Pages: 702
Authors: Sumru Altug
Categories: Business & Economics
Type: BOOK - Published: 2008-09-11 - Publisher: Cambridge University Press

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This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitione
Asset Pricing for Dynamic Economies
Language: en
Pages: 602
Authors: Sumru Altug
Categories: Business & Economics
Type: BOOK - Published: 2008-09-11 - Publisher: Cambridge University Press

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This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitione
Dynamic Asset Pricing Theory
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Authors: Darrell Duffie
Categories: Business & Economics
Type: BOOK - Published: 2010-01-27 - Publisher: Princeton University Press

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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and
Empirical Dynamic Asset Pricing
Language: en
Pages: 497
Authors: Kenneth J. Singleton
Categories: Business & Economics
Type: BOOK - Published: 2009-12-13 - Publisher: Princeton University Press

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Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of
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Language: en
Pages: 327
Authors: Willi Semmler
Categories: Business & Economics
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The financial market melt-down of the years 2007-2009 has posed great challenges for studies on financial economics. This financial economics text focuses on th