该书内容全面，涉及无套利定价原理，风险偏好，期权定价，均衡理论，资产定价模型等多方面，介绍详细，是不可多得的好教材。只收3币，物超所值。

作者：
Stephen F. LeRoy
University of California, Santa Barbara
Jan Werner
University of Minnesota

章节标题：
Contents
I Equilibrium and Arbitrage
2 Recasting the Optimization Problem
3 Arbitrage and Positive Pricing
4 Portfolio Restrictions
5 Valuation
6 State Prices and Risk-Neutral Probabilities
7 Valuation under Portfolio Restrictions
8 Expected Utility
9 Risk Aversion
10 Risk
11 Optimal Portfolios with One Risky Security
12 Comparative Statics of Optimal Portfolios
13 Optimal Portfolios with Several Risky Securities
14 Consumption-Based Security Pricing
15 Complete Markets and Pareto-Optimal Allocations of Risk
16 Optimality in Incomplete Security Markets
17 The Expectations and Pricing Kernels
18 The Mean-Variance Frontier Payoffs
19 CAPM
20 Factor Pricing
21 Equilibrium in Multidate Security Markets
22 Multidate Arbitrage and Positivity
23 Dynamically Complete Markets
24 Valuation
25 Event Prices, Risk-Neutral Probabilities and the Pricing Kernel
26 Security Gains As Martingales
27 Conditional Consumption-Based Security Pricing
28 Conditional Beta Pricing and the CAPM