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Johns Hopkins Advanced Academic Programs - Fall 2010 | ||
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 | Asset Pricing: (Revised Edition) (Updated Edition) by John Howland Cochrane Hardcover, 568 Pages, Published 2005 ISBN-10: 0-691-12137-0 / 0691121370 ISBN-13: 978-0-691-12137-6 / 9780691121376 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 usefu | |