Intermediate financial theory / Jean-Pierre Danthine, John B. Donaldson

By: Contributor(s): Material type: TextTextPublication details: Oxford : Academic Press, cop. 2015Edition: 3. edDescription: xvii, 553 s. ; 25 cmISBN:
  • 9780123865496
Subject(s): DDC classification:
  • 332 23/swe
Other classification:
  • Qae
Contents:
On the role of financial markets and institutions -- The challenges of asset pricing: a road map -- Making choices in risky situations -- Measuring risk and risk aversion -- Risk aversion and investment decisions, Part I -- Risk aversion and investment decisions, Part II: modern portfolio theory -- Risk aversion and investment decisions, part III: challenges to implementation -- The capital asset pricing model -- Arrow-Debreu pricing, Part I -- The consumption capital asset pricing model -- Arrow-Debreu pricing, Part II -- The Martingale measure: Part I -- The Martingale measure: Part II -- The arbitrage pricing theory -- An intuitive overview of continuous time finance -- Portfolio management in the long run -- Financial structure and firm valuation in incomplete markets -- Financial equilibrium with differential information.
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Holdings
Item type Current library Call number Status Date due Barcode
Books Books Kwara State University Library HG173.D25 2015 (Browse shelf(Opens below)) Available 015667-04
Books Books Kwara State University Library HG173.D25 2015 (Browse shelf(Opens below)) Available 015667-05
Books Books Kwara State University Library HG173.D25 2015 (Browse shelf(Opens below)) Available 015667-06

Previous ed. published 2005.

On the role of financial markets and institutions -- The challenges of asset pricing: a road map -- Making choices in risky situations -- Measuring risk and risk aversion -- Risk aversion and investment decisions, Part I -- Risk aversion and investment decisions, Part II: modern portfolio theory -- Risk aversion and investment decisions, part III: challenges to implementation -- The capital asset pricing model -- Arrow-Debreu pricing, Part I -- The consumption capital asset pricing model -- Arrow-Debreu pricing, Part II -- The Martingale measure: Part I -- The Martingale measure: Part II -- The arbitrage pricing theory -- An intuitive overview of continuous time finance -- Portfolio management in the long run -- Financial structure and firm valuation in incomplete markets -- Financial equilibrium with differential information.

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