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Principles of financial economics

Author: Stephen F LeRoy; Jan Werner
Publisher: Cambridge : Cambridge University Press, 2001.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This book introduces graduate students to the subfield of financial economics. It stresses the link between financial economics and equilibrium theory, devoting less attention to purely financial topics such as calculation of derivatives. Emphasis is placed on detailed study of two-date models.
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Genre/Form: Livres électroniques
Additional Physical Format: Print version:
LeRoy, Stephen F.
Principles of financial economics.
Cambridge ; New York : Cambridge University Press, 2001
(DLC) 00028936
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Stephen F LeRoy; Jan Werner
ISBN: 0511116675 9780511116674
OCLC Number: 269263147
Notes: Titre de l'écran-titre (visionné le 10 juin 2008).
Description: 1 online resource (xx, 280 p.) : ill., fichier PDF
Contents: Cover; Half-title; Title; Copyright; Contents; Foreword; Preface; Bibliography; 1 Equilibrium in Security Markets; 2 Linear Pricing; 3 Arbitrage and Positive Pricing; 4 Portfolio Restrictions; 5 Valuation; 6 State Prices and Risk-Neutral Probabilities; 7 Valuation under Portfolio Restrictions; 8 Expected Utility; 9 Risk Aversion; 10 Risk; 11 Optimal Portfolios with One Risky Security; 12 Comparative Statics of Optimal Portfolios; 13 Optimal Portfolios with Several Risky Securities; 14 Consumption-Based Security Pricing; 15 Complete Markets and Pareto-Optimal Allocations of Risk.
Responsibility: Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross.

Abstract:

This book introduces graduate students to the subfield of financial economics. It stresses the link between financial economics and equilibrium theory, devoting less attention to purely financial topics such as calculation of derivatives. Emphasis is placed on detailed study of two-date models.

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