Antonio Mele

Financial Economics

• Gebundenes Buch

Produktbeschreibung

"Comprehensive overview of the current state of knowledge in financial economics, appropriate for graduate-level research"--

Produktdetails

• Verlag: MIT Press Ltd
• Seitenzahl: 1288
• Erscheinungstermin: 22. November 2022
• Englisch
• Abmessung: 259mm x 211mm x 49mm
• Gewicht: 2870g
• ISBN-13: 9780262046848
• ISBN-10: 0262046849
• Artikelnr.: 63297616

Autorenporträt

Antonio Mele is Professor of Finance at the Università della Svizzera Italiana and Senior Chair of the Swiss Finance Institute and a Research Fellow at the Centre for Economic Policy Research in London.

Inhaltsangabe

Introduction 1
I Foundations 15
1 The Classic Capital Asset Pricing Model 17
2 Arbitrage, Equilibrium, and Pricing 69
3 Infinite Horizon Economics 107
4 Continuous Time Models 157
5 Information, Security Design, and Financial Contracting 261
6 Taking Models to Data 313
II Empirical Lessons and Market Inefficiencies 343
7 Neoclassical Kernels and Puzzles 345
8 Aggregate Fluctuations in Equity Markets 371
9 Macrofinance 441
10 Information and Other Market Frictions 563
III Asset Pricing and Reality 651
11 Options and Volatility 653
12 Engineering of Fixed Income Securities 759
13 Interest Rates 857
14 Risky Debt and Credit Derivatives 973
Index 1095