An introduction to general equilibrium modeling in macroeconomics and finance with an emphasis on asset pricing phenomena.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Sumru Altug is Professor of Economics at Koç University, Istanbul, and Research Fellow on the International Macroeconomics Programme at the Centre for Economic Policy Research (CEPR), London.
Inhaltsangabe
List of figures List of tables Preface Part I. Basic Concepts: 1. Complete contingent claims 2. Arbitrage and asset valuation 3. Expected utility 4. CAPM and APT 5. Consumption and saving Part II. Recursive Models: 6. Dynamic programming 7. Intertemporal risk sharing 8. Consumption and asset pricing 9. Nonseparable preferences 10. Economies with production 11. Investment 12. Business cycles Part III. Monetary and International Models: 13. Models with money 14. International models Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions 16. Borrowing constraints 17. Overlapping generations models Part V. Supplementary Material: A. Mathematical appendix References Index.
List of figures List of tables Preface Part I. Basic Concepts: 1. Complete contingent claims 2. Arbitrage and asset valuation 3. Expected utility 4. CAPM and APT 5. Consumption and saving Part II. Recursive Models: 6. Dynamic programming 7. Intertemporal risk sharing 8. Consumption and asset pricing 9. Nonseparable preferences 10. Economies with production 11. Investment 12. Business cycles Part III. Monetary and International Models: 13. Models with money 14. International models Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions 16. Borrowing constraints 17. Overlapping generations models Part V. Supplementary Material: A. Mathematical appendix References Index.
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