Principles of financial economics:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: LeRoy, Stephen F. 1943- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 2001
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Includes bibliographical references and index
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
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
Beschreibung:1 Online-Ressource (xx, 280 pages)
ISBN:0521584345
9780521584340
0511065817
9780511065811
0511067941
9780511067945
0511116675
9780511116674
9780511753787
0511753780

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