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1. Principles of financial economics

   Autor*in: LeRoy, Stephen F.

   Erschienen: 2001

   Verlag:  Cambridge University Press, Cambridge

   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... mehr

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   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

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   Quelle:	Verbundkataloge
   Sprache:	Englisch
   Medientyp:	Ebook
   Format:	Online
   ISBN:	0521586054; 0521584345; 0511065817; 0511067941; 0511116675; 0511753780; 9780511065811; 9780511067945; 9780511116674; 9780511753787
   RVK Klassifikation:	QK 620
   Schlagworte:	Capital market; Economics; Securities; Investments; Finance
   Umfang:	Online-Ressource (xx, 280 p), ill, 26 cm
   Bemerkung(en):	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 16 Optimality in Incomplete Security Markets17 The Expectations and Pricing Kernels; 18 The Mean-Variance Frontier Payoffs; 19 Capital Asset Pricing Model; 20 Factor Pricing; 21 Equilibrium in Multidate Security Markets; 22 Multidate Arbitrage and Positivity; 23 Dynamically Complete Markets; 24 Valuation; 25 Event Prices, Risk-Neutral Probabilities, and the Pricing Kernel; 26 Security Gains as Martingales; 27 Conditional Consumption-Based Security Pricing; 28 Conditional Beta Pricing and the CAPM; Index Electronic reproduction; Available via World Wide Web