Principles of financial economics / (Record no. 2885695)

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049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name LeRoy, Stephen F.
9 (RLIN) 13486
245 10 - TITLE STATEMENT
Title Principles of financial economics /
Statement of responsibility, etc Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge ;
-- New York :
Name of publisher, distributor, etc Cambridge University Press,
Date of publication, distribution, etc 2001.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xx, 280 pages) :
Other physical details illustrations
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504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc 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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Display text Print version:
Main entry heading LeRoy, Stephen F.
Title Principles of financial economics.
Place, publisher, and date of publication Cambridge ; New York : Cambridge University Press, 2001
Record control number (DLC) 00028936
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