The economics of financial markets:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2005
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Verlagsinformation Inhaltsverzeichnis |
| Beschreibung: | XIX, 528 S. graph. Darst. |
| ISBN: | 052184827X 0521612802 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV019762339 | ||
| 003 | DE-604 | ||
| 005 | 20171025 | ||
| 007 | t | ||
| 008 | 050407s2005 xxud||| |||| 00||| eng d | ||
| 010 | |a 2004058137 | ||
| 020 | |a 052184827X |9 0-521-84827-X | ||
| 020 | |a 0521612802 |9 0-521-61280-2 | ||
| 020 | |z 9780521848275 |9 978-0-521-84827-5 | ||
| 020 | |z 9780521612802 |9 978-0-521-61280-2 | ||
| 020 | |z 0521612807 |9 0-521-61280-7 | ||
| 035 | |a (OCoLC)56324195 | ||
| 035 | |a (DE-599)BVBBV019762339 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-703 |a DE-19 |a DE-573 |a DE-12 |a DE-92 |a DE-1051 |a DE-521 |a DE-11 |a DE-2070s |a DE-188 | ||
| 050 | 0 | |a HG4523 | |
| 050 | 0 | |a HG4523.B335 2005 | |
| 082 | 0 | |a 332/.0415 |2 22 | |
| 082 | 0 | |a 332/.0415 22 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 100 | 1 | |a Bailey, Roy E. |e Verfasser |0 (DE-588)132245469 |4 aut | |
| 245 | 1 | 0 | |a The economics of financial markets |c Roy E. Bailey |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2005 | |
| 300 | |a XIX, 528 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Bourse | |
| 650 | 7 | |a Effectenhandel |2 gtt | |
| 650 | 7 | |a Kapitaalmarkt |2 gtt | |
| 650 | 4 | |a Marché financier | |
| 650 | 4 | |a Marchés à terme | |
| 650 | 4 | |a Capital market | |
| 650 | 4 | |a Stock exchanges | |
| 650 | 4 | |a Futures market | |
| 650 | 0 | 7 | |a Financial Futures |0 (DE-588)4128564-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionsmarkt |0 (DE-588)4381644-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarkt |0 (DE-588)4029578-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Arbitrage-Pricing-Theorie |0 (DE-588)4112584-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Arbitrage |0 (DE-588)4002820-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |D s |
| 689 | 0 | 1 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | 2 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |D s |
| 689 | 0 | 3 | |a Arbitrage-Pricing-Theorie |0 (DE-588)4112584-8 |D s |
| 689 | 0 | 4 | |a Financial Futures |0 (DE-588)4128564-5 |D s |
| 689 | 0 | 5 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
| 689 | 0 | |5 DE-188 | |
| 689 | 1 | 0 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |D s |
| 689 | 1 | 1 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 1 | 2 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |D s |
| 689 | 1 | 3 | |a Arbitrage-Pricing-Theorie |0 (DE-588)4112584-8 |D s |
| 689 | 1 | 4 | |a Arbitrage |0 (DE-588)4002820-3 |D s |
| 689 | 1 | 5 | |a Financial Futures |0 (DE-588)4128564-5 |D s |
| 689 | 1 | 6 | |a Optionsmarkt |0 (DE-588)4381644-7 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 689 | 2 | 0 | |a Kapitalmarkt |0 (DE-588)4029578-3 |D s |
| 689 | 2 | 1 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 2 | |8 2\p |5 DE-604 | |
| 856 | 4 | |u http://www.loc.gov/catdir/toc/cam051/2004058137.html |3 Inhaltsverzeichnis | |
| 856 | 4 | |u http://www.loc.gov/catdir/description/cam051/2004058137.html |3 Verlagsinformation | |
| 856 | 4 | 2 | |m SWB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013088666&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-013088666 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804133239170793472 |
|---|---|
| adam_text | CONTENTS LIST OF FIGURES PAGE XV PREFACE XVII 1 ASSET MARKETS AND ASSET
PRIEES 1 1.1 CAPITAL MARKETS 2 1.2 ASSET PRICE DETERMINATION: AN
INTRODUCTION 5 1.3 THE ROLE OF EXPECTATIONS 9 1.4 PERFORMANCE RISK,
MARGINS AND SHORT-SELLING 11 1.5 ARBITRAGE 15 1.6 THE ROLE OF TIME 20
1.7 ASSET MARKET EFFICIENCY 22 1.8 SUMMARY 23 APPENDIX 1.1: AVERAGES AND
INDEXES OF STOCK PRIEES 24 APPENDIX 1.2: REAL RATES OF RETURN 28
APPENDIX 1.3: CONTINUOUS COMPOUNDING AND THE FORCE OF INTEREST 29
REFERENCES 32 2 ASSET MARKET MICROSTRUCTURE 33 2.1 FINANCIAL MARKETS:
FUNCTIONS AND PARTICIPANTS 34 2.2 TRADING MECHANISMS 36 2.3 INDUSTRIAL
ORGANIZATION OF FINANCIAL MARKETS 41 2.4 TRADING AND ASSET PRIEES IN A
CALI MARKET 45 2.5 BID-ASK SPREADS: INVENTORY-BASED MODELS 48 2.6
BID-ASK SPREADS: INFORMATION-BASED MODELS 49 2.7 SUMMARY 52 REFERENCES
54 PREDICTABILITY OF PRIEES AND MARKET EFFICIENCY 56 3.1 USING THE PAST
TO PREDICT THE FUTURE 57 3.2 INFORMATIONAL EFFICIENCY 64 3.3 PATTERNS OF
INFORMATION 70 3.4 ASSET MARKET ANOMALIES 72 3.5 EVENT STUDIES 75 3.6
SUMMARY 77 APPENDIX 3.1: THE LAW OF ITERATED EXPECTATIONS AND
MARTINGALES 79 REFERENCES 81 DECISION MAKING UNDER UNCERTAINTY 83 4.1
THE STATE-PREFERENCE APPROACH 85 4.2 THE EXPECTED UTILITY HYPOTHESIS 90
4.3 BEHAVIOURAL ALTERNATIVES TO THE EUH 98 4.4 THE MEAN-VARIANCE MODEL
101 4.5 SUMMARY 105 APPENDIX 4.1: USEFUL NOTATION 107 APPENDIX 4.2:
DERIVATION OF THE FVR 108 APPENDIX 4.3: IMPLICATIONS OF COMPLETE ASSET
MARKETS 109 APPENDIX 4,4: QUADRATIC VON NEUMANN-MORGENSTERN UTILITY 110
APPENDIX 4.5: THE FVR IN THE MEAN-VARIANCE MODEL 111 REFERENCES 112
PORTFOLIO SELECTION: THE MEAN-VARIANCE MODEL 114 5.1 MEAN-VARIANCE
ANALYSIS: CONCEPTS AND NOTATION 115 5.2 PORTFOLIO FRONTIER: TWO RISKY
ASSETS 118 5.3 PORTFOLIO FRONTIER: MANY RISKY ASSETS AND NO RISK-FREE
ASSET 121 5.4 PORTFOLIO FRONTIER: MANY RISKY ASSETS WITH A RISK-FREE
ASSET 125 5.5 OPTIMAL PORTFOLIO SELECTION IN THE MEAN-VARIANCE MODEL 131
5.6 SUMMARY 133 APPENDIX 5.1: NUMERICAL EXAMPLE: TWO RISKY ASSETS 134
APPENDIX 5.2: VARIANCE MINIMIZATION: RISKY ASSETS ONLY 135 APPENDIX 5.3:
VARIANCE MINIMIZATION WITH A RISK-FREE ASSET 139 APPENDIX 5.4:
DERIVATION OF AIT = JS ;P ; 140 APPENDIX 5.5: THE OPTIMAL PORTFOLIO
WITH A SINGLE RISKY ASSET 141 REFERENCES 142 6 THE CAPITAL ASSET PRICING
MODEL 143 6.1 ASSUMPTIONS OF THE CAPM 144 6.2 ASSET MARKET EQUILIBRIUM
145 6.3 THE CHARACTERISTIC LINE AND THE MARKET MODEL 149 6.4 THE
SECURITY MARKET LINE 151 6.5 RISK PREMIA AND DIVERSIFICATION 154 6.6
EXTENSIONS 157 6.7 SUMMARY 159 APPENDIX 6.1: THE CAPM IN TERMS OF ASSET
PRIEES 160 APPENDIX 6.2: LINEAR DEPENDENCE OF SJ IN THE CAPM 162
APPENDIX 6.3: THE CAPM WHEN AIL ASSETS ARE RISKY 162 REFERENCES 165 7
ARBITRAGE 166 7.1 ARBITRAGE IN THEORY AND PRACTICE 166 7.2 ARBITRAGE IN
AN UNCERTAIN WORLD 168 7.3 STATE PRIEES AND THE RISK-NEUTRAL VALUATION
RELATIONSHIP 173 7.4 SUMMARY 176 APPENDIX 7.1: IMPLICATIONS OF THE
ARBITRAGE PRINCIPIE 177 REFERENCES 182 8 FACTOR MODELS AND THE ARBITRAGE
PRICING THEORY 183 8.1 FACTOR MODELS 184 8.2 APT 187 8.3 PREDICTIONS OF
THE APT 190 8.4 SUMMARY 194 APPENDIX 8.1: THE APT IN A MULTIFACTOR MODEL
195 APPENDIX 8.2: THE APT IN AN EXACT SINGLE-FACTOR MODEL 197 REFERENCES
199 9 EMPIRICAL APPRAISAL OF THE CAPM AND APT 200 9.1 THE CAPM 201 9.2
TESTS OF THE CAPM: TIME SERIES 202 9.3 TESTS OF THE CAPM: CROSS-SECTIONS
206 9.4 SHARPE RATIOS AND ROLL S CRITICISM 214 9.5 MULTIPLE-FACTOR
MODELS AND THE APT 215 9.6 SUMMARY 219 APPENDIX 9.1: THE BLACK CAPM IN
TERMS OF EXCESS RETURNS 220 REFERENCES 221 10 PRESENT VALUE
RELATIONSHIPS AND PRICE VARIABILITY 222 10.1 NET PRESENT VALUE 223 10.2
ASSET PRICE VOLATILITY 228 10.3 BEHAVIOURAL FINANCE, NOISE TRADING AND
MODELS OF DIVIDEND GROWTH 235 10.4 EXTREME ASSET PRICE FLUCTUATIONS 237
10.5 SUMMARY 243 APPENDIX 10.1: PRESENT VALUES IN CONTINUOUS TIME 245
APPENDIX 10.2: INFMITELY LIVED ASSETS: CONSTANT GROWTH 246 APPENDIX
10.3: THE RNVR WITH MULTIPLE TIME PERIODS 246 REFERENCES 248 11
INTERTEMPORAL CHOICE AND THE EQUITY PREMIUM PUZZLE 250 11.1 CONSUMPTION
AND INVESTMENT IN A TWO-PERIOD WORLD WITH CERTAINTY 251 11.2
UNCERTAINTY, MULTIPLE ASSETS AND LONG TIME HORIZONS 254 11.3 LIFETIME
PORTFOLIO SELECTION 258 11.4 THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE
RATE PUZZLE 262 11.5 INTERTEMPORAL CAPITAL ASSET PRICING MODELS 269 11.6
SUMMARY 273 APPENDIX 11.1: INTERTEMPORAL CONSUMPTION AND PORTFOLIO
SELECTION 274 APPENDIX 11.2: SIMPLIFYING THE FVR 276 APPENDIX 11.3: THE
CONSUMPTION CAPM 278 REFERENCES 280 12 BOND MARKETS AND FIXED-INTEREST
SECURITIES 28 1 12.1 WHAT DEFINES A BOND? 282 12.2 ZERO-COUPON BONDS 286
12.3 COUPON-PAYING BONDS 291 12.4 BOND VALUATION 295 12.5 RISKS IN BOND
PORTFOLIOS 297 12.6 IMMUNIZATION OF BOND PORTFOLIOS 298 12.7 SUMMARY 300
APPENDIX 12.1: SOME ALGEBRA OF BOND YIELDS 302 REFERENCES 305 13 TERM
STRUCTURE OF INTEREST RATES 306 13.1 YIELD CURVES 307 13.2 INDEX-LINKED
BONDS 310 13.3 IMPLICIT FORWARD RATES 313 13.4 THE EXPECTATIONS
HYPOTHESIS OF THE TERM STRUCTURE 317 13.5 ALLOWING FOR RISK PREFERENCES
IN THE TERM STRUCTURE 322 13.6 ARBITRAGE AND THE TERM STRUCTURE 326 13.7
SUMMARY 328 APPENDIX 13.1: THE EXPECTATIONS HYPOTHESIS WITH EXPLICIT
UNCERTAINTY 329 APPENDIX 13.2: RISK AVERSION AND BOND PORTFOLIOS 331
REFERENCES 334 14 FUTURES MARKETS I: FUNDAMENTAIS 336 14.1 FORWARD
CONTRAEIS AND FUTURES CONTRACTS 337 14.2 THE OPERATION OF FUTURES
MARKETS 342 14.3 ARBITRAGE BETWEEN SPOT AND FORWARD PRIEES 349 14.4
ARBITRAGE IN FOREIGN EXCHANGE MARKETS 354 14.5 REPO MARKETS 355 14.6
SUMMARY AND CONCLUSION 357 APPENDIX 14.1: FORWARD AND FUTURES PRIEES 359
APPENDIX 14.2: REVALUATION OF A FORWARD CONTRACT 360 REFERENCES 362 15
FUTURES MARKETS II: SPECULATION AND HEDGING 36 3 15.1 SPECULATION 363
15.2 HEDGING STRATEGIES 365 15.3 OPTIMAL HEDGING 374 15.4 THEORIES OF
FUTURES PRIEES 378 15.5 MANIPULATION OF FUTURES MARKETS 383 15.6 SUMMARY
386 APPENDIX 15.1: FUTURES INVESTMENT AS PORTFOLIO SELECTION 387
APPENDIX 15.2: DERIVATION OF H 390 REFERENCES 392 16 FUTURES MARKETS
III: APPLICATIONS 393 16.1 WEATHER FUTURES 393 16.2 FINANCIAL FUTURES
CONTRACTS 397 16.3 SHORT-TERM INTEREST RATE FUTURES 400 16.4 LONG-TERM
INTEREST RATE, OR BOND, FUTURES 404 16.5 STOCK INDEX FUTURES 406 16.6
THE FALL OF BARINGS BANK 412 16.7 SUMMARY 414 REFERENCES 416 17 SWAP
CONTRACTS AND SWAP MARKETS 417 17.1 SWAP AGREEMENTS: THE FUNDAMENTAIS
417 17.2 WHY DO SWAPS OCCUR? 423 17.3 RISKS ASSOCIATED WITH SWAPS 429
17.4 VALUATION OF SWAPS 429 17.5 METALLGESELLSCHAFT: A CASE STUDY 431
17.6 SUMMARY 435 REFERENCES 437 18 OPTIONS MARKETS I: FUNDAMENTAIS 438
18.1 CALI OPTIONS AND PUT OPTIONS 439 18.2 VARIETIES OF OPTIONS 446 18.3
OPTION-LIKE ASSETS 448 18.4 UPPER AND LOWER BOUNDS FOR OPTION PRIEES 449
18.5 PUT-CALL PARITY FOR EUROPEAN OPTIONS 454 18.6 THE MODIGLIANI-MILLER
THEOREM 457 18.7 SUMMARY 459 APPENDIX 18.1: LOWER BOUND FOR A EUROPEAN
CALI OPTION PREMIUM 460 APPENDIX 18.2: LOWER BOUND FOR A EUROPEAN PUT
OPTION PREMIUM APPENDIX 18.3: PUT-CALL PARITY FOR EUROPEAN OPTIONS
APPENDIX 18.4: THE MODIGLIANI-MILLER THEOREM: A PROOF REFERENCES 19
OPTIONS MARKETS II: PRICE DETERMINATION 19.1 THE FUNDAMENTAIS OF OPTION
PRICE MODELS 19.2 A TWO-STATE OPTION-PRICING MODEL 19.3 THE
BLACK-SCHOLES MODEL 19.4 CONTINGENT CLAIMS ANALYSIS 19.5 SUMMARY
REFERENCES 20 OPTIONS MARKETS III: APPLICATIONS 20.1 STOCK INDEX OPTIONS
20.2 OPTIONS ON FUTURES CONTRACTS 20.3 INTEREST RATE OPTIONS 20.4
OPTIONS AND PORTFOLIO RISKS 20.5 PORTFOLIO INSURANCE 20.6 COMBINATIONS
AND SPREADS 20.7 SUMMARY APPENDIX 20.1: PUT-CALL PARITY FOR EUROPEAN
OPTIONS ON FUTURES REFERENCES SUBJECT INDEX AUTHOR INDEX 461 462 463 466
467 468 471 480 486 490 492 494 495 496 500 504 507 512 514 515 518 519
526
|
| any_adam_object | 1 |
| author | Bailey, Roy E. |
| author_GND | (DE-588)132245469 |
| author_facet | Bailey, Roy E. |
| author_role | aut |
| author_sort | Bailey, Roy E. |
| author_variant | r e b re reb |
| building | Verbundindex |
| bvnumber | BV019762339 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4523 |
| callnumber-raw | HG4523 HG4523.B335 2005 |
| callnumber-search | HG4523 HG4523.B335 2005 |
| callnumber-sort | HG 44523 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)56324195 (DE-599)BVBBV019762339 |
| dewey-full | 332/.0415 332/.041522 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.0415 332/.0415 22 |
| dewey-search | 332/.0415 332/.0415 22 |
| dewey-sort | 3332 3415 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03712nam a2200889zc 4500</leader><controlfield tag="001">BV019762339</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20171025 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">050407s2005 xxud||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2004058137</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">052184827X</subfield><subfield code="9">0-521-84827-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521612802</subfield><subfield code="9">0-521-61280-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780521848275</subfield><subfield code="9">978-0-521-84827-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780521612802</subfield><subfield code="9">978-0-521-61280-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0521612807</subfield><subfield code="9">0-521-61280-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)56324195</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019762339</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4523</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4523.B335 2005</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.0415</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.0415 22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bailey, Roy E.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132245469</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The economics of financial markets</subfield><subfield code="c">Roy E. Bailey</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge [u.a.]</subfield><subfield code="b">Cambridge Univ. Press</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIX, 528 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bourse</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Effectenhandel</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kapitaalmarkt</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Marché financier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Marchés à terme</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures market</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Arbitrage-Pricing-Theorie</subfield><subfield code="0">(DE-588)4112584-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Arbitrage-Pricing-Theorie</subfield><subfield code="0">(DE-588)4112584-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Arbitrage-Pricing-Theorie</subfield><subfield code="0">(DE-588)4112584-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="4"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="5"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="6"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/cam051/2004058137.html</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/description/cam051/2004058137.html</subfield><subfield code="3">Verlagsinformation</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013088666&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-013088666</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV019762339 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:05:33Z |
| institution | BVB |
| isbn | 052184827X 0521612802 |
| language | English |
| lccn | 2004058137 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013088666 |
| oclc_num | 56324195 |
| open_access_boolean | |
| owner | DE-703 DE-19 DE-BY-UBM DE-573 DE-12 DE-92 DE-1051 DE-521 DE-11 DE-2070s DE-188 |
| owner_facet | DE-703 DE-19 DE-BY-UBM DE-573 DE-12 DE-92 DE-1051 DE-521 DE-11 DE-2070s DE-188 |
| physical | XIX, 528 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Bailey, Roy E. Verfasser (DE-588)132245469 aut The economics of financial markets Roy E. Bailey 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2005 XIX, 528 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bourse Effectenhandel gtt Kapitaalmarkt gtt Marché financier Marchés à terme Capital market Stock exchanges Futures market Financial Futures (DE-588)4128564-5 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Optionsmarkt (DE-588)4381644-7 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 s Portfolio Selection (DE-588)4046834-3 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Arbitrage-Pricing-Theorie (DE-588)4112584-8 s Financial Futures (DE-588)4128564-5 s Optionspreistheorie (DE-588)4135346-8 s DE-188 Arbitrage (DE-588)4002820-3 s Optionsmarkt (DE-588)4381644-7 s 1\p DE-604 Kapitalmarkt (DE-588)4029578-3 s Kreditmarkt (DE-588)4073788-3 s 2\p DE-604 http://www.loc.gov/catdir/toc/cam051/2004058137.html Inhaltsverzeichnis http://www.loc.gov/catdir/description/cam051/2004058137.html Verlagsinformation SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013088666&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bailey, Roy E. The economics of financial markets Bourse Effectenhandel gtt Kapitaalmarkt gtt Marché financier Marchés à terme Capital market Stock exchanges Futures market Financial Futures (DE-588)4128564-5 gnd Portfolio Selection (DE-588)4046834-3 gnd Optionsmarkt (DE-588)4381644-7 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd Optionspreistheorie (DE-588)4135346-8 gnd Kapitalmarkt (DE-588)4029578-3 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Arbitrage (DE-588)4002820-3 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4128564-5 (DE-588)4046834-3 (DE-588)4381644-7 (DE-588)4137411-3 (DE-588)4073788-3 (DE-588)4135346-8 (DE-588)4029578-3 (DE-588)4112584-8 (DE-588)4002820-3 (DE-588)4121078-5 |
| title | The economics of financial markets |
| title_auth | The economics of financial markets |
| title_exact_search | The economics of financial markets |
| title_full | The economics of financial markets Roy E. Bailey |
| title_fullStr | The economics of financial markets Roy E. Bailey |
| title_full_unstemmed | The economics of financial markets Roy E. Bailey |
| title_short | The economics of financial markets |
| title_sort | the economics of financial markets |
| topic | Bourse Effectenhandel gtt Kapitaalmarkt gtt Marché financier Marchés à terme Capital market Stock exchanges Futures market Financial Futures (DE-588)4128564-5 gnd Portfolio Selection (DE-588)4046834-3 gnd Optionsmarkt (DE-588)4381644-7 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd Optionspreistheorie (DE-588)4135346-8 gnd Kapitalmarkt (DE-588)4029578-3 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Arbitrage (DE-588)4002820-3 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | Bourse Effectenhandel Kapitaalmarkt Marché financier Marchés à terme Capital market Stock exchanges Futures market Financial Futures Portfolio Selection Optionsmarkt Kapitalmarkttheorie Kreditmarkt Optionspreistheorie Kapitalmarkt Arbitrage-Pricing-Theorie Arbitrage Capital-Asset-Pricing-Modell |
| url | http://www.loc.gov/catdir/toc/cam051/2004058137.html http://www.loc.gov/catdir/description/cam051/2004058137.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013088666&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT baileyroye theeconomicsoffinancialmarkets |
Es ist kein Print-Exemplar vorhanden.
Inhaltsverzeichnis