000			01729 a2200229 4500
005			20180205104413.0
008			180130b xxu||||| |||| 00| 0 eng d
020			_a9780521699143
040			_cIIT Kanpur
041			_aeng
082			_a332.6 _bAl79a
100			_aAltug, Sumru
245			_aAsset pricing for dynamic economies _cSumru Altug and Pamela Labadie
260			_bCambridge University Press _c2008 _aCambridge
300			_axvi, 584p
520			_aThis introduction to general equilibrium modelling 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. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic
650			_aCapital assets pricing model
650			_aMacroeconomics -- Mathematical models
650			_aEquilibrium (Economics) -- Mathematical models
700			_aLabadie, Pamela
942			_cBK
999			_c558476 _d558476