Cochrane, John H., <br/><br/>
Asset pricing / 
John H. Cochrane. 
 - Rev. ed. 
 - xvii, 533 p. :  ill. ;  24 cm. 
<br/><br/>
<br/><br/>Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma 
<br/><br/><label>ISBN: </label>0691121370 (cl : alk. paper) 
<br/><br/><label>LCCN: </label>2004050561 
<br/><br/><label>Nat. Bib. No.: </label>GBA483851  bnb 
<br/><br/><label>Nat. Bib. Agency Control No.: </label>013045905  Uk 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Sermaye aktifleri fiyatlama modeli<br/>Capital assets pricing model<br/>Securities<br/>Menkul değerler
<br/><br/><label>LC Class. No.: </label>HG4636  / .C56 2005