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Principles of financial economics [electronic resource] / Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross.

By: LeRoy, Stephen F.
Contributor(s): Werner, Jan.
Material type: TextTextPublisher: Cambridge ; New York : Cambridge University Press, 2001Description: 1 online resource (xx, 280 p.) : ill.ISBN: 0521584345; 9780521584340; 0521586054 (pbk.); 9780521586054 (pbk.); 0511065817 (electronic bk.); 9780511065811 (electronic bk.); 0511067941 (electronic bk. : Adobe Reader); 9780511067945 (electronic bk. : Adobe Reader); 0511116675 (electronic bk.); 9780511116674 (electronic bk.); 9780511753787 (electronic bk.); 0511753780 (electronic bk.).Subject(s): Investments -- Mathematical models | Finance -- Mathematical models | Economics -- Mathematical models | Securities -- Prices -- Mathematical models | Capital market -- Mathematical models | Investissements -- Mod�eles math�ematiques | Finances -- Mod�eles math�ematiques | �Economie politique -- Mod�eles math�ematiques | Valeurs mobili�eres -- Prix -- Mod�eles math�ematiques | March�e financier -- Mod�eles math�ematiques | BUSINESS & ECONOMICS -- Finance | Economia (modelos matem�aticos) | Economisch evenwicht | Financieel management | Finan�cas (modelos matem�aticos) | Investimentos (modelos matem�aticos) | Mercado de capitais (modelos matem�aticos) | Wiskundige modellen | Financieel management | Wiskundige modellen | Economisch evenwicht | Investimentos (modelos matem�aticos) | Finan�cas (modelos matem�aticos) | Economia (modelos matem�aticos) | Mercado de capitais (modelos matem�aticos) | Finanzierungstheorie | Finanzwissenschaft | Geldwirtschaft | KreditmarktGenre/Form: Electronic books.Additional physical formats: Print version:: Principles of financial economics.DDC classification: 332 Other classification: 85.30 | QK 620 Online resources: EBSCOhost
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.
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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Includes bibliographical references and index.

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.

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.

Description based on print version record.

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Other editions of this work

Principles of financial economics by Leroy Stephen F
Principles of financial economics by LeRoy, Stephen F. ©2001
Principles of financial economics by LeRoy, Stephen F. ©2001
Principles of financial economics by LeRoy, Stephen F. ©2001
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