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Financial Economics, Risk and Information: An Introduction to Methods and Models - Softcover

Bianconi, Marcelo

 
9789812385024: Financial Economics, Risk and Information: An Introduction to Methods and Models
Softcover
ISBN 10: 9812385029 ISBN 13: 9789812385024
Publisher: World Scientific Publishing Co Pte Ltd, 2003

Synopsis

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.

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

Synopsis

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.

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

Publisher
World Scientific Publishing Co Pte Ltd
Publication date
2003
Language
English
ISBN 10 
9812385029
ISBN 13 
9789812385024
Binding
Paperback
Number of pages
540