Intermediate financial theory
Author(s)
Bibliographic Information
Intermediate financial theory
（Prentice Hall finance series）
Prentice Hall, c2002
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
Intended primarily for M.Sc. students in Finance, advanced MBA's and third or fourth year economics undergraduates taking a course in Finance. This text is for those who find Ph.D. financial theory texts excessively abstract and introductory texts insufficiently general.
Most topics in a first year Ph.D. course in financial economics are considered via examples and intuitive arguments rather than using the full generality of propositions and proofs. This text uses general equilibrium theory as a basis for understanding and unifying more difficult literature.
Table of Contents
1. On the Role of Financial Markets and Institutions.
2. Making Choices in Risky Situations.
3. Measuring Risk and Risk Aversion.
4. Risk Aversion and Investment Decisions (Part I).
5. Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory.
6. The Capital Asset Pricing Model: Another View about Risk.
7. Arrow Debreu Pricing.
8. Options and Market Completeness.
9. The Martingale Measure in Discrete Time: Part I.
10. The Consumption Capital Asset Pricing Model (CCAPM).
11. The Martingale Measure in Discrete Time: Part II.
12. The Arbitrage Pricing Theory.
13. Financial Structure and Firm Valuation in Incomplete Markets.
14. Financial Equilibrium with Differential Information.
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