Asset Pricing, Revised edition Edition
revised edition
$91.99
- Hardcover
533 pages
- Release Date
3 April 2005
Summary
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, stochasti…
Book Details
| ISBN-13: | 9780691121376 |
|---|---|
| ISBN-10: | 0691121370 |
| Author: | John H. Cochrane |
| Publisher: | Princeton University Press |
| Imprint: | Princeton University Press |
| Format: | Hardcover |
| Number of Pages: | 533 |
| Edition: | Revised edition |
| Release Date: | 3 April 2005 |
| Weight: | 907g |
| Dimensions: | 235mm x 152mm |
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Critics Review
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
About The Author
John H. 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.
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