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Asset Pricing: Revised Edition - Hardcover, by Cochrane John H. - Acceptable
US $43.06
Approximately£31.87
Condition:
Acceptable
A book with obvious wear. May have some damage to the book cover but the book is still completely intact. The binding may be slightly damaged around the edges but it is still completely intact. May have some underlining and highlighting of text and some writing in the margins, but there are no missing pages or anything else that would compromise the readability or legibility of the text. See the seller’s listing for full details and description of any imperfections.
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eBay item number:146305796221
Item specifics
- Condition
- Book Title
- Asset Pricing: Revised Edition
- ISBN
- 9780691121376
About this product
Product Identifiers
Publisher
Princeton University Press
ISBN-10
0691121370
ISBN-13
9780691121376
eBay Product ID (ePID)
30788305
Product Key Features
Number of Pages
560 Pages
Publication Name
Asset Pricing : Revised Edition
Language
English
Subject
Finance / General, Investments & Securities / General
Publication Year
2005
Features
Revised
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.7 in
Item Weight
32.1 Oz
Item Length
9.5 in
Item Width
6.6 in
Additional Product Features
Intended Audience
College Audience
LCCN
2004-050561
Dewey Edition
22
Reviews
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., 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, "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, "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
Illustrated
Yes
Dewey Decimal
332.6
Edition Description
Revised edition
Synopsis
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 options. Each model--consumption based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics., This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals., 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 options. Each model - consumption based, CAPM, multifactor, term structure, and option pricing - is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.
LC Classification Number
HG4636.C56 2005
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- m***l (27)- Feedback left by buyer.Past 6 monthsVerified purchaseA truly professional business, everything was wonderful about this transaction from the beginning. Instant discount for multiple items, immediate communication, next-day tracking number and shipping, and quick arrival. Items matched photos and exactly as described, and well packaged. It put the fun back in buying books on eBay! I hope they have more books in my interests in the future, definitely worth doing business with them.The Empire Novels - Hardcover, by Asimov Isaace - Good (#145980995911)
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- c***m (412)- Feedback left by buyer.Past 6 monthsVerified purchaseWOW!; I cannot believe this 4 Days to Hawaii! ; AAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii!; Shipped 04/19, Sat, Received 04/24 Thur to Hawaii using free shipping; USPS Ground Mail, Paperback Book in Good Condition--Better Than Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!The Great Crash, 1929 - Paperback, by J K Galbraith - Acceptable (#125958575357)
- f***f (1588)- Feedback left by buyer.Past monthVerified purchaseExcellent Seller, Goes the Extra Mile. The Seller Was Incredibly Communicative. Smooth Transaction, Shipped Very Quickly, As Advertised; Good Price; Well Packaged & Delivered Within a Few Days. Item in Described Promised Condition, Thank You Very Much!!!!!!!!!!! A+
- m***l (27)- Feedback left by buyer.Past 6 monthsVerified purchaseA truly professional business, everything was wonderful about this transaction from the beginning. Instant discount for multiple items, immediate communication, next-day tracking number and shipping, and quick arrival. Items matched photos and exactly as described, and well packaged. It put the fun back in buying books on eBay! I hope they have more books in my interests in the future, definitely worth doing business with them.The Empire Novels - Hardcover, by Asimov Isaace - Good (#145980995911)