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

Bianconi, Marcelo

9789812385024: Financial Economics, Risk And Information: An Introduction To Methods And Models

Softcover

ISBN 10: 9812385029 ISBN 13: 9789812385024

Verlag: World Scientific Publishing Co Pte Ltd, 2003

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Rese�a del editor:

Latest Edition: Financial Economics, Risk and Information (2nd Edition)This book presents a balanced blend of pure finance and contract theory in the presence of risk, alternative forms of information structures, and static and dynamic frameworks. In particular, it 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.

Rese�a 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.

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