Danthine, Jean-Pierre

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.

9780123865496


Finance

Finansiella marknader V�rdepapper Aktiev�rdering Financial markets Securities Asset pricing

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