- Title Pages
- List of Figures
- List of Tables
- 1 Introduction and Overview
- 2 Uncertainty, Information, and Stochastic Processes
- 3 Portfolios, Arbitrage, and Market Completeness
- 4 State Prices
- 5 Preferences
- 6 Individual Optimality
- 7 Market Equilibrium
- 8 Basic Consumption-Based Asset Pricing
- 9 Advanced Consumption-Based Asset Pricing
- 10 Factor Models
- 11 The Economics of the Term Structure of Interest Rates
- 12 Risk-Adjusted Probabilities
- 13 Derivatives
- APPENDIX A A Review of Basic Probability Concepts
- APPENDIX B Results on the Lognormal Distribution
- APPENDIX C Results from Linear Algebra
- Financial Asset Pricing Theory
- Oxford University Press
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