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Author : Marcelo Bianconi
Publisher : Unknown
Page : 496 pages
File Size : 49,9 Mb
Release : 2011
Category : Electronic
ISBN : 9814355143
Author : Marcelo Bianconi
Publisher : World Scientific
Page : 496 pages
File Size : 43,9 Mb
Release : 2011-08-23
Category : Business & Economics
ISBN : 9789814355131
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.
Author : Christian Gollier
Publisher : MIT Press
Page : 492 pages
File Size : 42,6 Mb
Release : 2001
Category : Business & Economics
ISBN : 0262572249
Updates and advances the theory of expected utility as applied to risk analysis and financial decision making.
Author : K. H. Erickson
Publisher : K.H. Erickson
Page : 100 pages
File Size : 48,9 Mb
Release : 2014-01-21
Category : Business & Economics
ISBN : 8210379456XXX
Financial Economics: A Simple Introduction offers an accessible guide to the central ideas and methods of financial economics, with examples and calculations, empirical evidence, and over 20 diagrams to support the analysis. Understand consumption and investment decisions, intertemporal choice, indifference curves and the marginal rate of substitution, production possibilities and the marginal rate of transformation, rates of return, the financial market line, borrowing and lending, and the Fisher Separation Theorem. Portfolio theory examines expected returns, standard deviation and variance risk, covariance, correlation, asset diversification, market portfolio, a risk-free asset, the capital market line, and the Tobin Separation Theorem. The capital asset pricing model (CAPM) explores diversifiable and non-diversifiable risk, the beta risk factor, calculation of an asset’s expected return, the security market line, asset evaluation, and empirical evidence on the CAPM. Market efficiency looks at the efficient market hypothesis (EMH), weak, semi-strong, and strong form efficiency, and the literature on technical and fundamental analysis strategies to beat the market.
Author : Betty Simkins,Russell Simkins
Publisher : John Wiley & Sons
Page : 628 pages
File Size : 48,7 Mb
Release : 2013-02-19
Category : Business & Economics
ISBN : 9781118017128
Thought leaders and experts offer the most current information and insights into energy finance Energy Finance and Economics offers the most up-to-date information and compelling insights into the finance and economics of energy. With contributions from today's thought leaders who are experts in various areas of energy finance and economics, the book provides an overview of the energy industry and addresses issues concerning energy finance and economics. The book focuses on a range of topics including corporate finance relevant to the oil and gas industry as well as addressing issues of unconventional, renewable, and alternative energy. A timely compendium of information and insights centering on topics related to energy finance Written by Betty and Russell Simkins, two experts on the topic of the economics of energy Covers special issues related to energy finance such as hybrid cars, energy hedging, and other timely topics In one handy resource, the editors have collected the best-thinking on energy finance.
Author : Jürgen Eichberger
Publisher : Oxford University Press, USA
Page : 284 pages
File Size : 48,5 Mb
Release : 1997
Category : Business & Economics
ISBN : 0198775407
Numerous examples and diagrams illustrate the key arguments, and the main chapters are followed by guides to the relevant literature and exercises for students.
Author : Emilio Barucci
Publisher : Springer Science & Business Media
Page : 488 pages
File Size : 43,5 Mb
Release : 2002-12-11
Category : Business & Economics
ISBN : 185233469X
A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Author : Brian Kettell
Publisher : FT Prenticehall
Page : 540 pages
File Size : 49,8 Mb
Release : 2001
Category : Economics
ISBN : UOM:39015043702615
In the last 20 years there has been a revolution in the way financial economists understand the financial market place. The announcement that the 1990 Nobel prize for Economics had been awarded to three financial economists acknowledged that financial economics is now a subject in its own right and needs to be studied as such. Financial Economics brings this science out of the realms of academia and into the hands of those that can most use it. This fusion of economics, finance and statistics now enables investors to gain a true understanding of how the markets behave and how to perfect their trading strategies. The book demystifies financial economics in a manner that will provide you with a thorough understanding that can be immediately put into practice without overwhelming you with the trivial. It looks at what exactly financial economics is, its founding fathers and their theories, its role in the valuation of financial assets and recent developments in the field. Chapters within the book also investigate more closely modern portfolio theory, capital market theory, behavioural finance, bubbleology, some puzzles in financial markets and the relationship between derivatives markets and financial economics. Financial Economics is essential reading for dealers, analysts, newcomers to the financial markets, and finance professionals across the board who need to maintain their edge at the forefront of developments in financial markets.
Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 47,8 Mb
Release : 2024-06-11
Category : Electronic
ISBN : 9789814479240
Author : Stephen F. LeRoy,Jan Werner
Publisher : Cambridge University Press
Page : 301 pages
File Size : 48,7 Mb
Release : 2001
Category : Business & Economics
ISBN : 9780521584340
Financial economics, and the calculations of time and uncertainty derived from it, are playing an increasingly important role in non-finance areas, such as monetary and environmental economics. In this 2001 book, Professors Le Roy and Werner supply a rigorous yet accessible graduate-level introduction to this subfield of microeconomic theory and general equilibrium theory. Since students often find the link between financial economics and equilibrium theory hard to grasp, they devote less attention to purely financial topics such as calculation of derivatives, while aiming to make the connection explicit and clear in each stage of the exposition. Emphasis is placed on detailed study of two-date models, because almost all of the key ideas in financial economics can be developed in the two-date setting. In addition to rigorous analysis, substantial sections of discussion and examples are included to make the ideas readily understandable.
Author : Courtenay Stone
Publisher : Springer Science & Business Media
Page : 254 pages
File Size : 55,7 Mb
Release : 1988-10-31
Category : Business & Economics
ISBN : 0898382432
Proceedings of the Eleventh Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Author : Chris Jones
Publisher : Routledge
Page : 336 pages
File Size : 41,9 Mb
Release : 2008-02-05
Category : Business & Economics
ISBN : 9781134185672
Whilst many undergraduate finance textbooks are largely descriptive in nature, the economic analysis in most graduate texts is too advanced for latter year undergraduates. This book bridges the gap between these two extremes, offering a textbook that studies economic activity in financial markets, focusing on how consumers determine future consumption and on the role of financial securities. Areas covered in include: an examination of the role of finance in the economy using basic economic principles, eventually progressing to introductory graduate analysis a microeconomic study of capital asset pricing when there is risk, inflation, taxes and asymmetric information an emphasis on economic intuition using geometry to explain formal analysis an extended treatment of corporate finance and the evaluation of public policy.
Author : Rita Biswas,Michael Michaelides
Publisher : Emerald Group Publishing
Page : 168 pages
File Size : 44,9 Mb
Release : 2019-10-24
Category : Business & Economics
ISBN : 9781789733891
This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Author : Mondher Bellalah,Jean-luc Prigent,Georges Pariente,Olivier Levyne,Jean Michel Sahut,Michel Azria,Annie Delienne
Publisher : World Scientific
Page : 644 pages
File Size : 48,8 Mb
Release : 2008-02-28
Category : Business & Economics
ISBN : 9789814474412
This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a “high level” one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the valuation of financial assets are further studied in detail.The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.
Author : Louis Eeckhoudt,Christian Gollier,Harris Schlesinger
Publisher : Princeton University Press
Page : 245 pages
File Size : 42,9 Mb
Release : 2011-10-30
Category : Business & Economics
ISBN : 9781400829217
An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated--and incorporated into our decision-making processes. This book represents a concise summary of basic multiperiod decision-making under risk. Its detailed coverage of a broad range of topics is ideally suited for use in advanced undergraduate and introductory graduate courses either as a self-contained text, or the introductory chapters combined with a selection of later chapters can represent core reading in courses on macroeconomics, insurance, portfolio choice, or asset pricing. The authors start with the fundamentals of risk measurement and risk aversion. They then apply these concepts to insurance decisions and portfolio choice in a one-period model. After examining these decisions in their one-period setting, they devote most of the book to a multiperiod context, which adds the long-term perspective most risk management analyses require. Each chapter concludes with a discussion of the relevant literature and a set of problems. The book presents a thoroughly accessible introduction to risk, bridging the gap between the traditionally separate economics and finance literatures.