Financial Economics, Risk and Information (2nd Edition) - Hardcover

Bianconi, Marcelo

Hardcover

ISBN 10: 9814355135 ISBN 13: 9789814355131

Verlag: World Scientific Publishing Company, 2011

Inhaltsangabe

FINANCIAL ECONOMICS, RISK AND INFORMATION PRESENTS THE FUNDAMENTALS OF FINANCE IN STATIC AND DYNAMIC FRAMEWORKS WITH FOCUS ON RISK AND INFORMATION. THE OBJECTIVE OF THIS BOOK IS TO INTRODUCE UNDERGRADUATE AND FIRST-YEAR GRADUATE STUDENTS TO THE METHODS AND SOLUTIONS OF THE MAIN PROBLEMS IN FINANCE THEORY RELATING TO THE ECONOMICS OF UNCERTAINTY AND INFORMATION. THE MAIN GOAL OF THE SECOND EDITION IS TO MAKE THE MATERIALS MORE ACCESSIBLE TO A WIDER AUDIENCE OF STUDENTS AND FINANCE PROFESSIONALS. THE FOCUS IS ON DEVELOPING A CORE BODY OF THEORY THAT WILL PROVIDE THE STUDENT WITH A SOLID INTELLECTUAL FOUNDATION FOR MORE ADVANCED TOPICS AND METHODS. THE NEW EDITION HAS STREAMLINED CHAPTERS AND TOPICS, WITH NEW SECTIONS ON PORTFOLIO CHOICE UNDER ALTERNATIVE INFORMATION STRUCTURES. THE STARTING POINT IS THE TRADITIONAL MEAN-VARIANCE APPROACH, FOLLOWED BY PORTFOLIO CHOICE FROM FIRST PRINCIPLES. THE TOPICS ARE EXTENDED TO ALTERNATIVE MARKET STRUCTURES, ALTERNATIVE CONTRACTUAL ARRANGEMENTS AND AGENCY, DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM IN DISCRETE AND CONTINUOUS TIME, ATTITUDES TOWARDS RISK AND TOWARDS INTER-TEMPORAL SUBSTITUTION IN DISCRETE AND CONTINUOUS TIME; AND OPTION PRICING. IN GENERAL, THE BOOK PRESENTS A BALANCED INTRODUCTION TO THE USE OF STOCHASTIC METHODS IN DISCRETE AND CONTINUOUS TIME IN THE FIELD OF FINANCIAL ECONOMICS.

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Críticas:

Risk and information are two key ingredients of financial economics. Marcelo Bianconi's book offers a comprehensive treatment of these issues, which are becoming increasingly important with recent developments in the global economy. With its lucid discussion of complex topics, the book provides a valuable resource for both academics and practitioners working in this important and growing field. -- Stephen J Turnovsky "Professor, Department of Economics, University of Washington, Seattle"

Über diese Auflage

• Verlag: World Scientific Publishing Company
• Erscheinungsdatum: 2011
• ISBN 10: 9814355135
• ISBN 13: 9789814355131
• Einband: Tapa dura
• Anzahl der Seiten: 498