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9789812563743

Theory of Valuation

by ;
  • ISBN13:

    9789812563743

  • ISBN10:

    9812563741

  • Edition: 2nd
  • Format: Hardcover
  • Copyright: 2005-09-30
  • Publisher: World Scientific Pub Co Inc
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Table of Contents

Acknowledgments ix
Preface to the Second Edition xi
Preface to the First Edition xiii
Theory of Valuation: Overview and Recent Developments
1(24)
George M. Constantinides
The Valuation of Uncertain Income Streams and the Pricing of Options
25(28)
Mark Rubinstein
Discussion: Market Incompleteness and the Equilibrium Valuation of Assets
45(8)
Jose A. Scheinkman
An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities
53(44)
Douglas T. Breeden
Discussion: Intertemporal Asset Pricing
85(12)
Stephen A. Ross
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
97(32)
Darrell Duffie
Chi-fu Huang
Discussion: Spanning in Financial Markets
117(12)
Jonathan E. Ingersoll, Jr.
A Theory of the Term Structure of Interest Rates
129(36)
John C. Cox
Jonathan E. Ingersoll, Jr.
Stephen A. Ross
Discussion: Modelling the Term Structure of Interest Rates in General Equilibrium
152(13)
Kenneth J. Singleton
Optimal Bond Trading with Personal Taxes
165(42)
George M. Constantinides
Jonathan E. Ingersoll, Jr.
Discussion: Tax Effects on the Pricing of Government Securities
202(5)
Robert H. Litzenberger
Capital Market Equilibrium with Transaction Costs
207(22)
George M. Constantinides
Theory of Rational Option Pricing
229(60)
Robert C. Merton
Discussion: Option Pricing Theory and Its Applications
272(17)
John C. Cox
Chi-fu Huang
A Simple Approach to Arbitrage Pricing Theory
289(20)
Gur Huberman
Discussion: Notes on the Arbitrage Pricing Theory
298(11)
Gregory Connor
Mutual Fund Separation in Financial Theory---The Separating Distributions
309(48)
Stephen A. Ross
Discussion: Mutual Funds, Capital Structure, and Economic Efficiency
342(15)
Joseph E. Stiglitz
Recursive Competitive Equilibrium: The Case of Homogeneous Households
357
Edward C. Prescott
Rajnish Mehra

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