Description
Theoretical Foundations of Asset Pricing by Costis Skiadas offers a rigorous and comprehensive treatment of the mathematical and economic principles that underpin modern asset pricing theory. The book integrates classical finance concepts with contemporary research, presenting both discrete and continuous-time models.
This advanced text covers essential topics including utility theory, risk preferences, market equilibrium, and the fundamental theorems of asset pricing. Skiadas carefully develops the theoretical framework needed to understand derivatives pricing, portfolio optimization, and equilibrium asset pricing models.
Ideal for graduate students and professionals seeking deep theoretical understanding, the book provides the mathematical sophistication necessary for advanced financial analysis while maintaining economic intuition throughout.
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