Financial Economics, Risk and Information: An Introduction to Methods and Models Год выпуска: 0Автор: Marcelo Bianconi, M. BianconiИздательство: Страниц: 0ISBN: 9812385010Описание This book presents a balanced blend of pure finance and contract theory in the presence of risk, alternative forms of information structures, and static and dynamic frameworks. In particular, it provides an introduction to the use of stochastic methods in financial economics and finance. The following topics are covered: financial risk and asset pricing and asset returns under alternative contractual arrangements, portfolio choice, individual behavior towards risk, general equilibrium under uncertainty in discrete and continuous time settings, indivisibilities and nonconvexities in a general equilibrium context, contract theory, mechanism design and principal?agent relationships in partial and general equilibrium contexts, credit markets, and optionpricing.
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Сергей Марин я вам очень признателен, за проделаваемую работу! Рецензент сказал, что это лучшая работа на фоне того, что ему пришлось читать..на 5+
