Asset Pricing: (Revised Edition) Revised Edition, Kindle Edition

4.0 out of 5 stars 48 customer reviews
ISBN-13: 978-0691121376
ISBN-10: 0691121370
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  • Length: 568 pages
  • Format: Print Replica
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  • Length: 568 pages
  • Format: Print Replica
Sold by: Amazon Digital Services LLC

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Editorial Reviews

Review

Co-Winner of the 2001 Paul A. Samuelson award

"This is a brilliant and useful book, well-deserving of the TIAA-CREF Samuelson Award. . . . The clever intuition and informal writing style make it a joy to read. Like a star athlete does with the sport, Cochrane makes it look easier than it really is."--Journal of Economic Literature

From the Inside Flap

"An excellent survey of asset pricing theory and applications from the modern viewpoint of stochastic discount factors and their associated geometry. This book was already a classic among finance scholars and on Ph.D. syllabi when it circulated in the form of class notes. It will also prove highly useful to practitioners who seek an in-depth introduction to these tools."--Yacine Aït-Sahalia, Princeton University

"This is a beautiful book that uses the elegant simplicity of the stochastic discount factor to present a general theory of the pricing of stocks, bonds, and derivatives and a practical approach to estimating particular models derived from the general theory. It will help experts in the field to consolidate their knowledge and beginners to appreciate the unity of asset pricing theory. Cochrane uses his mastery of the subject to present it in a clear and compelling manner that is easily accessible."--Michael Brennan, Anderson School, University of California, Los Angeles

"This is an impressive treatise of very high quality. It is a serious scholarly monograph, of interest to those who are working to advance financial theory, and it can also serve as a textbook in an advanced finance course. It is thoughtful, inductive, and comprehensive."--Robert J. Shiller, author of Irrational Exuberance

"This is a sparkling, intuitive, makes-it-look-easier-than-it really-is, gem of a book . . . Cochrane's focus is the classical asset pricing models of frictionless markets and rational expectations. But the lessons learned are relevant in many empirical contexts. Cochrane's clever intuition and easy, informal writing style make the book a joy to read."--Wayne Ferson, Boston College

"This book represents an exciting step forward in the exposition of financial economics. The last twenty years of finance research have advanced and enriched the field, and textbook treatments have lagged behind these developments. This text will replace the previous generation of books and should have a broad market. It is written in an informal, almost breezy style that will appeal to students and is divided into small, easily digested chapters. . . . The book moves easily between discrete-time and continuous-time models. This is an excellent thing as it encourages students to see beyond the formalism to the underlying economics. I strongly recommend it as an advanced finance text."--John Y. Campbell, coauthor of The Econometrics of Financial Markets


Product details

  • File Size: 8148 KB
  • Print Length: 568 pages
  • Publisher: Princeton University Press; Revised edition (April 11, 2009)
  • Publication Date: April 11, 2009
  • Sold by: Amazon Digital Services LLC
  • Language: English
  • ASIN: B008J36F8G
  • Text-to-Speech: Not enabled
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  • Lending: Not Enabled
  • Enhanced Typesetting: Not Enabled
  • Amazon Best Sellers Rank: #268,858 Paid in Kindle Store (See Top 100 Paid in Kindle Store)
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