Financial economics, risk and information an introduction to methods and models /
Presenting a balanced blend of pure finance and contract theory in the presence of risk, alternative forms of information structures, and static and dynamic frameworks, this book provides an introduction to the use of stochastic methods in financial economics and finance. The following topics are co...
| Основен автор: | Bianconi, Marcelo, 1956- |
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| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
2003.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=514682 |
| Подобни документи: |
Print version::
Financial economics, risk and information. |
| Резюме: |
Presenting a balanced blend of pure finance and contract theory in the presence of risk, alternative forms of information structures, and static and dynamic frameworks, this book provides an introduction to the use of stochastic methods in financial economics and finance. The following topics are covered: financial risk and asset pricing and asset returns under alternative contractual arrangements, portfolio choice, individual behavior towards risk, general equilibrium under uncertainty in discrete and continuous time settings, indivisibilities and nonconvexities in a general equilibrium context, contract theory, mechanism design and principal-agent relationships in partial and general equilibrium contexts, credit markets, and option pricing. |
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| Физически характеристики: |
1 online resource (xiv, 523 pages) : illustrations |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
9789812775399 9812775390 1281928119 9781281928115 |