Principles of financial economics
tarafından
 
LeRoy, Stephen F. author

Başlık
: 
Principles of financial economics

Yazar
: 
LeRoy, Stephen F. author

ISBN
: 
9781107024120
 
9781107673021

Yazar Ek Girişi
: 
LeRoy, Stephen F. author

Basım Bilgisi
: 
Second edition.

Fiziksel Tanımlama
: 
xxvi, 343 pages : illustrations ; 26 cm

İçerik
: 
Cover; Half-title; Title; Copyright; Contents; Foreword; Preface; Bibliography; 1 Equilibrium in Security Markets; 2 Linear Pricing; 3 Arbitrage and Positive Pricing; 4 Portfolio Restrictions; 5 Valuation; 6 State Prices and Risk-Neutral Probabilities; 7 Valuation under Portfolio Restrictions; 8 Expected Utility; 9 Risk Aversion; 10 Risk; 11 Optimal Portfolios with One Risky Security; 12 Comparative Statics of Optimal Portfolios; 13 Optimal Portfolios with Several Risky Securities; 14 Consumption-Based Security Pricing; 15 Complete Markets and Pareto-Optimal Allocations of Risk.

Özet
: 
This book introduces graduate students to the subfield of financial economics. It stresses the link between financial economics and equilibrium theory, devoting less attention to purely financial topics such as calculation of derivatives. Emphasis is placed on detailed study of two-date models

Konu Başlığı
: 
Investments -- Mathematical models.
 
Yatırımlar -- Matematiksel modeller.
 
Finance -- Mathematical models.
 
Finans -- Matematiksel modeller.
 
Economics -- Mathematical models.
 
Ekonomi -- Matematiksel modeller.
 
Securities -- Prices -- Mathematical models.
 
Menkul değerler -- Fiyatlar -- Matematiksel modeller.
 
Capital market -- Mathematical models.
 
Sermaye piyasası -- Matematiksel modeller.

Yazar Ek Girişi
: 
Werner, Jan, 1955-,


LibraryMateryal TürüDemirbaşYer NumarasıDurumu / Lokasyon / İade Tarihi
Ekonomi KütüphanesiKitapEKOBKN0000610332 LER 2014Merkez Kütüphane Genel Koleksiyon