"Comprehensive overview of the current state of knowledge in financial economics, appropriate for graduate-level research"--Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
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
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
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