skip to content
Financial economics, risk and information : an introduction to methods and models Preview this item
ClosePreview this item
Checking...

Financial economics, risk and information : an introduction to methods and models

Author: Marcelo Bianconi
Publisher: Singapore ; River Edge, NJ : World Scientific, 2003.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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,  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Bianconi, Marcelo, 1956-
Financial economics, risk and information.
Singapore ; River Edge, NJ : World Scientific, 2003
(OCoLC)54059497
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Marcelo Bianconi
ISBN: 9789812775399 9812775390 1281928119 9781281928115
OCLC Number: 824698146
Description: 1 online resource (xiv, 523 pages) : illustrations
Contents: 1. Basic mathematical tools. 1.1. Introduction. 1.2. Integration. 1.3. Basic statistics. 1.4. Basic linear algebra. 1.5. Static optimization. 1.6. Notes on stochastic difference equations. 1.7. Dynamic optimization in discrete time: heuristics of dynamic programming in the certainty case. 1.8. Stochastic dynamic optimization in discrete time. 1.9. Notes on stochastic differential equations. 1.10. Stochastic dynamic optimization in continuous time. 1.11. Summary --
2. Mean-variance approach to financial decision-making. 2.1. Introduction. 2.2. Portfolio mean return and variance. 2.3. The efficient frontier. 2.4. Two-fund theorem, the risk-free asset and one-fund theorem. 2.5. The pricing of assets in the mean-variance framework and the no-arbitrage theorem. 2.6. Summary.
Responsibility: Marcelo Bianconi.

Abstract:

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  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/824698146> # Financial economics, risk and information : an introduction to methods and models
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
   library:oclcnum "824698146" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/842242#Place/river_edge_nj> ; # River Edge, NJ
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/si> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/842242#Place/singapore> ; # Singapore
   schema:about <http://id.worldcat.org/fast/973172> ; # Information theory in finance
   schema:about <http://id.worldcat.org/fast/1098118> ; # Risk
   schema:about <http://id.worldcat.org/fast/924398> ; # Finance--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/842242#Topic/besliskunde> ; # Besliskunde
   schema:about <http://id.loc.gov/authorities/subjects/sh85048260> ; # Finance--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/842242#Topic/wiskundige_methoden> ; # Wiskundige methoden
   schema:about <http://dewey.info/class/332.015118/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/842242#Topic/business_&_economics_finance> ; # BUSINESS & ECONOMICS--Finance
   schema:about <http://experiment.worldcat.org/entity/work/data/842242#Topic/financiele_instellingen> ; # Financiële instellingen
   schema:bookFormat schema:EBook ;
   schema:creator <http://viaf.org/viaf/14338839> ; # Marcelo Bianconi
   schema:datePublished "2003" ;
   schema:description "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."@en ;
   schema:description "1. Basic mathematical tools. 1.1. Introduction. 1.2. Integration. 1.3. Basic statistics. 1.4. Basic linear algebra. 1.5. Static optimization. 1.6. Notes on stochastic difference equations. 1.7. Dynamic optimization in discrete time: heuristics of dynamic programming in the certainty case. 1.8. Stochastic dynamic optimization in discrete time. 1.9. Notes on stochastic differential equations. 1.10. Stochastic dynamic optimization in continuous time. 1.11. Summary -- 2. Mean-variance approach to financial decision-making. 2.1. Introduction. 2.2. Portfolio mean return and variance. 2.3. The efficient frontier. 2.4. Two-fund theorem, the risk-free asset and one-fund theorem. 2.5. The pricing of assets in the mean-variance framework and the no-arbitrage theorem. 2.6. Summary."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/842242> ;
   schema:genre "Electronic books"@en ;
   schema:inLanguage "en" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/54059497> ;
   schema:name "Financial economics, risk and information : an introduction to methods and models"@en ;
   schema:productID "824698146" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/824698146#PublicationEvent/singapore_river_edge_nj_world_scientific_2003> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/842242#Agent/world_scientific> ; # World Scientific
   schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514682> ;
   schema:url <http://www.myilibrary.com?id=192811&ref=toc> ;
   schema:url <http://www.myilibrary.com?id=192811> ;
   schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=1223210> ;
   schema:workExample <http://worldcat.org/isbn/9781281928115> ;
   schema:workExample <http://worldcat.org/isbn/9789812775399> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/824698146> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/842242#Agent/world_scientific> # World Scientific
    a bgn:Agent ;
   schema:name "World Scientific" ;
    .

<http://experiment.worldcat.org/entity/work/data/842242#Place/river_edge_nj> # River Edge, NJ
    a schema:Place ;
   schema:name "River Edge, NJ" ;
    .

<http://experiment.worldcat.org/entity/work/data/842242#Topic/business_&_economics_finance> # BUSINESS & ECONOMICS--Finance
    a schema:Intangible ;
   schema:name "BUSINESS & ECONOMICS--Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/842242#Topic/financiele_instellingen> # Financiële instellingen
    a schema:Intangible ;
   schema:name "Financiële instellingen"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/842242#Topic/wiskundige_methoden> # Wiskundige methoden
    a schema:Intangible ;
   schema:name "Wiskundige methoden"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh85048260> # Finance--Mathematical models
    a schema:Intangible ;
   schema:name "Finance--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1098118> # Risk
    a schema:Intangible ;
   schema:name "Risk"@en ;
    .

<http://id.worldcat.org/fast/924398> # Finance--Mathematical models
    a schema:Intangible ;
   schema:name "Finance--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/973172> # Information theory in finance
    a schema:Intangible ;
   schema:name "Information theory in finance"@en ;
    .

<http://viaf.org/viaf/14338839> # Marcelo Bianconi
    a schema:Person ;
   schema:birthDate "1956" ;
   schema:familyName "Bianconi" ;
   schema:givenName "Marcelo" ;
   schema:name "Marcelo Bianconi" ;
    .

<http://worldcat.org/isbn/9781281928115>
    a schema:ProductModel ;
   schema:isbn "1281928119" ;
   schema:isbn "9781281928115" ;
    .

<http://worldcat.org/isbn/9789812775399>
    a schema:ProductModel ;
   schema:isbn "9812775390" ;
   schema:isbn "9789812775399" ;
    .

<http://www.worldcat.org/oclc/54059497>
    a schema:CreativeWork ;
   rdfs:label "Financial economics, risk and information." ;
   schema:description "Print version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/824698146> ; # Financial economics, risk and information : an introduction to methods and models
    .

<http://www.worldcat.org/title/-/oclc/824698146>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/824698146> ; # Financial economics, risk and information : an introduction to methods and models
   schema:dateModified "2018-03-10" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.