MARC details
000 -LEADER |
fixed length control field |
02285cam a22003614a 4500 |
001 - CONTROL NUMBER |
control field |
13601299 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
IIITD |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20170426122213.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
040521s2005 njua b 001 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2004050561 |
015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
National bibliography number |
GBA483851 |
Source |
bnb |
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
Record control number |
013045905 |
Source |
Uk |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9788122431247 |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)ocm55518499 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Transcribing agency |
DLC |
Modifying agency |
YDX |
-- |
UKM |
-- |
XMA |
-- |
IXA |
-- |
BAKER |
-- |
DLC |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG4636 |
Item number |
.C56 2005 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.6 |
Edition number |
22 |
Item number |
COC-A |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Cochrane, John H. |
245 10 - TITLE STATEMENT |
Title |
Asset pricing |
Statement of responsibility, etc |
John H. Cochrane. |
250 ## - EDITION STATEMENT |
Edition statement |
Rev. ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Princeton, N.J. : |
Name of publisher, distributor, etc |
Princeton University Press, |
Date of publication, distribution, etc |
©2010. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xvii, 533 p. : |
Other physical details |
ill. ; |
Dimensions |
24 cm. |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references (p. 497-511) and indexes. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
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 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Capital assets pricing model. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Securities. |
856 42 - ELECTRONIC LOCATION AND ACCESS |
Materials specified |
Publisher description |
Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/description/prin051/2004050561.html">http://www.loc.gov/catdir/description/prin051/2004050561.html</a> |
856 42 - ELECTRONIC LOCATION AND ACCESS |
Materials specified |
Contributor biographical information |
Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html">http://www.loc.gov/catdir/enhancements/fy0734/2004050561-b.html</a> |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
7 |
b |
cbc |
c |
orignew |
d |
1 |
e |
ocip |
f |
20 |
g |
y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Books |