MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02328cam a22003614a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
13601299 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
KENaKMTC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20211104072951.0 |
| 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 |
0691121370 (cl : alk. paper) |
| 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 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cochrane, John H. |
| Fuller form of name |
(John Howland) |
| 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 |
2005. |
| 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 |
A book |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ocip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |
| Edition |
Rev. Ed |
| Intials |
B |
