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商品詳細
Financial Economics, Risk and Information : An Introduction to Methods and Models. 金融経済学、リスク、情報－方法とモデル入門
・ISBN 978-981-238-501-7 hard
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・ISBN 978-981-238-502-4 paper
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-277-539-9
| 著者・編者 | Bianconi, Marcelo, |
|---|---|
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2003 |
| ページ数 | 523 pp. |
| 言語 | ENG |
| ニュース番号 | ＜501-323＞ |
解説
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.