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Asset Pricing for Dynamic Economics
Asset Pricing for Dynamic Economics
Author: Altug, Sumru / Labadie, Pamela
Edition/Copyright: 2009
ISBN: 0-521-69914-2
Publisher: Cambridge University Press
Type: Paperback
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Table of Contents
 
  Review

'The team of Altug and Labadie have produced another superb book. Their first book sits on my book shelf where it is easy to reach. This second one will too.' William A. Brock, Professor of Economics, University of Wisconsin - Madison

 
  Summary

This introduction to general equilibrium modeling 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.

 
  Table of Contents
List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13. Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematical appendix; References; Index.
 

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