ENGLISH

Financial Economics, Risk and Informatio

By M Bianconi , Marcelo Bianconi

Book information

Publisher
World Scientific Publishing Company
Year
2003
ISBN
9812385029, 9789812385024
Language
english
Format
PDF
Filesize
19 MB (20146562 bytes)
Pages
523\541
Scanned
yes
Time added
2016-09-29 23:27:58
Banks & Banking;Economics;Business & Money;Finance

Description

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.

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