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FINANCIAL ECONOMICS, RISK AND INFORMATION: AN INTRODUCTION TO METHODS AND MODELS - Hardcover

Bianconi Marcelo

 
9789812385017: FINANCIAL ECONOMICS, RISK AND INFORMATION: AN INTRODUCTION TO METHODS AND MODELS
Hardcover
ISBN 10: 9812385010 ISBN 13: 9789812385017
Publisher: World Scientific Publishing Company, 2003

Synopsis

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.

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From the Publisher

Upper level undergraduates, graduate students (master’s & PhD) and lecturers in financial economics; researchers; financial market professionals.

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2003
Language
English
ISBN 10 
9812385010
ISBN 13 
9789812385017
Binding
Hardcover
Number of pages
540