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

By:

LeRoy, Stephen F

Contributor(s):

Werner, Jan, 1955-

Material type: Text

TextPublication details: Cambridge ; New York : Cambridge University Press, 2001.Description: 1 online resource (xx, 280 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

0521584345
9780521584340
0521586054
9780521586054
0511065817
9780511065811
0511067941
9780511067945
0511116675
9780511116674
9780511753787
0511753780
0511555881
9780511555886
9786610159956
6610159955
1107127378
9781107127371
1280159952
9781280159954
1139146718
9781139146715
0511059507
9780511059506

Subject(s):

Genre/Form:

Additional physical formats: Print version:: Principles of financial economics.DDC classification:

332 21

LOC classification:

HG4515.2 .L47 2001eb

Other classification:

85.30
QK 620

Online resources:

Click here to access online

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.

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.