• Financial Economics, Risk and Information See large image

    Financial Economics, Risk and Information (Hardback) By (author) Marcelo Bianconi

    $112.09 - Save $11.84 (9%) - RRP $123.93 Free delivery worldwide Available
    Dispatched in 3 business days
    When will my order arrive?
    Add to basket | Add to wishlist |

    Description"Financial Economics, Risk and Information" presents the fundamentals of finance in static and dynamic frameworks with focus on risk and information. The objective of this book is to introduce undergraduate and first-year graduate students to the methods and solutions of the main problems in finance theory relating to the economics of uncertainty and information. The main goal of the second edition is to make the materials more accessible to a wider audience of students and finance professionals. The focus is on developing a core body of theory that will provide the student with a solid intellectual foundation for more advanced topics and methods. The new edition has streamlined chapters and topics, with new sections on portfolio choice under alternative information structures. The starting point is the traditional mean-variance approach, followed by portfolio choice from first principles. The topics are extended to alternative market structures, alternative contractual arrangements and agency, dynamic stochastic general equilibrium in discrete and continuous time, attitudes towards risk and towards inter-temporal substitution in discrete and continuous time; and, option pricing. In general, the book presents a balanced introduction to the use of stochastic methods in discrete and continuous time in the field of financial economics.


Other books

Other books in this category
Showing items 1 to 11 of 11

 

Reviews | Bibliographic data
  • Full bibliographic data for Financial Economics, Risk and Information

    Title
    Financial Economics, Risk and Information
    Authors and contributors
    By (author) Marcelo Bianconi
    Physical properties
    Format: Hardback
    Number of pages: 500
    Width: 154 mm
    Height: 228 mm
    Thickness: 34 mm
    Weight: 839 g
    Language
    English
    ISBN
    ISBN 13: 9789814355131
    ISBN 10: 9814355135
    Classifications

    B&T Book Type: NF
    BIC E4L: ECO
    Nielsen BookScan Product Class 3: S4.5
    B&T Merchandise Category: TXT
    BIC subject category V2: KC
    B&T Modifier: Subject Development: 10
    BIC subject category V2: KFF
    B&T General Subject: 180
    Ingram Subject Code: BE
    Libri: I-BE
    B&T Modifier: Academic Level: 02
    B&T Modifier: Text Format: 06
    Warengruppen-Systematik des deutschen Buchhandels: 17830
    BISAC V2.8: BUS027000
    DC22: 332
    BISAC V2.8: MAT008000, BUS036040
    B&T Modifier: Region of Publication: 07
    LC subject heading: ,
    DC22: 332.015118
    LC subject heading:
    LC classification: HG106 .B53 2012
    Thema V1.0: KC, KFF
    Edition
    2, Revised
    Edition statement
    2nd Revised edition
    Illustrations note
    black & white illustrations
    Publisher
    World Scientific Publishing Co Pte Ltd
    Imprint name
    World Scientific Publishing Co Pte Ltd
    Publication date
    01 December 2011
    Publication City/Country
    Singapore
    Review quote
    Risk and information are two key ingredients of financial economics. Marcelo Bianconi's book offers a comprehensive treatment of these issues, which are becoming increasingly important with recent developments in the global economy. With its lucid discussion of complex topics, the book provides a valuable resource for both academics and practitioners working in this important and growing field. -- Stephen J Turnovsky "Professor, Department of Economics, University of Washington, Seattle"
    Flap copy
    Financial Economics, Risk and Information presents the fundamentals of finance in static and dynamic frameworks with focus on risk and information. The objective of this book is to introduce undergraduate and first-year graduate students to the methods and solutions of the main problems in finance theory relating to the economics of uncertainty and information. The main goal of the second edition is to make the materials more accessible to a wider audience of students and finance professionals. The focus is on developing a core body of theory that will provide the student with a solid intellectual foundation for more advanced topics and methods. The new edition has streamlined chapters and topics, with new sections on portfolio choice under alternative information structures. The starting point is the traditional mean-variance approach, followed by portfolio choice from first principles. The topics are extended to alternative market structures, alternative contractual arrangements and agency, dynamic stochastic general equilibrium in discrete and continuous time, attitudes towards risk and towards inter-temporal substitution in discrete and continuous time; and option pricing. In general, the book presents a balanced introduction to the use of stochastic methods in discrete and continuous time in the field of financial economics.
    Table of contents
    Basic Mathematical Tools; The Framework of Risk Management (Principles of Risk Management); Mean-Variance Approach to Financial Decision-Making; Expected Utility Approach to Financial Decision-Making; Transfer Pricing Example; Introduction to Systems of Financial Markets; Contracts, Contract Design, and Static Agency Relationships; Dynamics I: Discrete Time; Term Structure of Interest Rates and Principal Component Analysis; Dynamics II: Discrete Time Topics; Dynamics III: Continuous Time.