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Principles of Financial Economics.

Werner, Jan.

Principles of Financial Economics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Principles of Financial Economics./
Author:	LeRoy, Stephen F.
other author:	Werner, Jan.
Published:	Cambridge :Cambridge University Press, : 2000.,
Description:	302 p.
Subject:	Investments. -
Online resource:	Click here to view book
ISBN:	9780511753787 (electronic bk.)

Principles of Financial Economics.
LeRoy, Stephen F.

Principles of Financial Economics.[electronic resource]. - Cambridge :Cambridge University Press,2000. - 302 p.

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

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511753787 (electronic bk.)Subjects--Topical Terms:

73049
Investments.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HG4515.2 .L47 2001eb

Dewey Class. No.: 332

Principles of Financial Economics.
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020 $a 9780511753787 (electronic bk.)
020 $a 9780521584340 (print)
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035 $a EBL218151
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HG4515.2 .L47 2001eb
082 0 0 $a 332
100 1 $a LeRoy, Stephen F. $3 277718
245 1 0 $a Principles of Financial Economics. $h [electronic resource].
260 $a Cambridge : $c 2000. $b Cambridge University Press,
300 $a 302 p.
505 0 $a 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
505 8 $a 16 Optimality in Incomplete Security Markets17 The Expectations and Pricing Kernels; 18 The Mean-Variance Frontier Payoffs; 19 Capital Asset Pricing Model; 20 Factor Pricing; 21 Equilibrium in Multidate Security Markets; 22 Multidate Arbitrage and Positivity; 23 Dynamically Complete Markets; 24 Valuation; 25 Event Prices, Risk-Neutral Probabilities, and the Pricing Kernel; 26 Security Gains as Martingales; 27 Conditional Consumption-Based Se
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Investments. $3 73049
655 7 $a Electronic books. $2 local. $3 96803
700 1 $a Werner, Jan. $3 277719
710 2 $a Ebooks Corporation. $3 197505
776 1 $z 9780521584340
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511753787

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