终于成功。这才3m大小的文件。
下边的象征意义收1块。实在太难了。
2，Theory of Asset Pricing (Pennacchi, George)
Contents:
I Single-Period Portfolio Choice and AssetPricing 1
1 Expected Utility and Risk Aversion 3
2 Mean-VarianceAnalysis 37
3 CAPM, Arbitrage, and Linear Factor Models 77
4 Consumption-Savings and State Pricing 107
II Multiperiod Consumption, Portfolio Choice,and Asset
Pricing 139
5 A Multiperiod Discrete-Time Model 141
6 Multiperiod Market Equilibrium 167
III Contingent Claims Pricing 191
7 Basics of Derivative Pricing 193
8 Diffusion Processes and Itô’s Lemma 229
9 Dynamic Hedging and PDE Valuation 251
10 Arbitrage, Martingales, Pricing Kernels 279
11 Mixing Diffusion and Jump Processes 311
IV Asset Pricing in Continuous Time 329
12 Continuous Time Portfolio Choice 331
13 Equilibrium Asset Returns 379
14 Time-Inseparable Utility 409
V Additional Topics in Asset Pricing 441
15 Behavioral Finance and Asset Pricing 443
17 Term Structure Models 499
18 Models of Default Risk 547
附件列表
Finance Theory and Asset Pricing (Milne).pdf
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