Financial economics, risk and information: an introduction to methods and models
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Bianconi, Marcelo (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Singapore World Scientific 2003
Schlagwörter:
Links:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514682
Beschreibung:Includes bibliographical references and index
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
Umfang:1 Online-Ressource (xiv, 523 p.)
ISBN:9789812775399
9812775390
9812385029
9789812385024
9812385010
9789812385017
1281928119
9781281928115