Asset pricing for dynamic economies
By: Altug, Sumru.
Contributor(s): Labadie, Pamela.
Publisher: Cambridge Cambridge University Press 2008Description: xvi, 584p.ISBN: 9780521699143.Subject(s): Capital assets pricing model | Macroeconomics -- Mathematical models | Equilibrium (Economics) -- Mathematical modelsDDC classification: 332.6 | Al79a Summary: This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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PK Kelkar Library, IIT Kanpur | General Stacks | 332.6 Al79a (Browse shelf) | Available | A183497 |
Browsing PK Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser
| 332.4942 B734i IN THE RED | 332.4954 C459M MONETARY POLICY IN INDIA | 332.4973 H249d2 THE DOLLAR | 332.6 Al79a Asset pricing for dynamic economies | 332.6 B319f Financial derivative investments | 332.6 B477c THE CAPITAL BUDGETING DECISION | 332.6 B477c4 THE CAPITAL BUDGETING DECISION |
This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic
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