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Author:   Frank Milne (, Bank of Montreal Professor of Economics and Finance, Queen's University, Ontario)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Edition:   2nd Revised edition
Dimensions:   Width: 13.90cm , Height: 1.30cm , Length: 21.50cm
Weight:   0.346kg
ISBN:  

9780199261079

ISBN 10:   0199261075
Pages:   246
Publication Date:   20 March 2003
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   To order  
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Table of Contents

Introduction 1: A Brief History of Finance Theory Part I: The One Period Model 2: Two Date Models: Complete Markets 3: Incomplete Markets with Production 4: Arbitrage and Asset Pricing: Induced Preference Approach 5: Martingale Pricing Methods 6: Representative Consumers 7: Diversification and Asset Pricing Part II: The Basic Multiperiod Model 8: Multiperiod Asset Pricing: Complete Markets 9: General Asset Pricing in Complete Markets 10: Multiperiod Asset Pricing: Incomplete Asset Markets Part III: The General Multiperiod Model 11: The General Model and Asset Price Characterization 12: Arbitrage and Discounting Formulae 13: Pareto Optimality 14: Orthonormal Bases, Factor Pricing, and Multi-Beta Asset Pricing 15: Idiosyncrasies that are Irrelevant for Security Pricing 16: Discrete Stochastic Integrals and Multiperiod Factor Pricing 17: Fiat Money as an Asset, Nominal Assets, and International Finance 18: Extensions to the Basic Model

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Author Information

Frank Milne has taught at the University of Rochester, Australian National University, and Australian Graduate School of Management, and is currently Bank of Montreal Professor of Economics and Finance at Queen's University, Canada. He has published extensively in academic economics and finance journals.

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