Intermediate financial theory

書誌事項

Intermediate financial theory

Jean-Pierre Danthine, John B Donaldson

Academic Press, an imprint of Elsevier, c2015

3rd ed

大学図書館所蔵 件 / 20

この図書・雑誌をさがす

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Targeting readers with backgrounds in economics, Intermediate Financial Theory, Third Edition includes new material on the asset pricing implications of behavioral finance perspectives, recent developments in portfolio choice, derivatives-risk neutral pricing research, and implications of the 2008 financial crisis. Each chapter concludes with questions, and for the first time a freely accessible website presents complementary and supplementary material for every chapter. Known for its rigor and intuition, Intermediate Financial Theory is perfect for those who need basic training in financial theory and those looking for a user-friendly introduction to advanced theory.

目次

1. Role of Financial Markets2. Challenges of Asset PricingII.3. Choices in Risky Situations4. Measuring Risk and Risk Aversion5. Risk Aversion and Investment Decisions, Part 16. Risk Aversion and Investment Decisions, Part 27. Risk Aversion and Investment Decisions, Part 3III.8. The CAPM9. Arrow-Debreu Pricing, Part I10. The Consumption Capital Asset Pricing Model (CCAPM)11. Arrow Debreu Pricing, Part IIIV.12. The Martingale Measure in Discrete Time, Part 113. The Martingale Measure in Discrete Time, Part 214. The APT15. Continuous Time Finance16. Portfolio Management in the Long Run17. Financial Structure and Firm Valuation in Incomplete MarketsV.18. Financial Equilibrium with Differential Information

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詳細情報

  • NII書誌ID(NCID)
    BB17175032
  • ISBN
    • 9780123865496
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Oxford
  • ページ数/冊数
    xvii, 553 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
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