Intermediate financial theory /
Jean-Pierre Danthine, John B. Donaldson
- 3. ed.
- Oxford : Academic Press, cop. 2015
- xvii, 553 s. ; 25 cm.
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.