Financial Economics, Risk And Information: An Introduction To Methods And Models - Hardcover

Bianconi, Marcelo

Hardcover

ISBN 10: 9812385010 ISBN 13: 9789812385017

Verlag: World Scientific Publishing Co Pte Ltd, 2003

Über diesen Titel

Reseña del editor:

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.

Über diese Auflage

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 2003
• ISBN 10: 9812385010
• ISBN 13: 9789812385017
• Einband: Tapa dura
• Anzahl der Seiten: 540