Financial Economics
Published on 22. November 2022
Book
Hardback
1288 pages
978-0-262-04684-8 (ISBN)
Description
"Comprehensive overview of the current state of knowledge in financial economics, appropriate for graduate-level research"--
More details
Language
English
Place of publication
Cambridge (Massachusetts)
United States
Publishing group
MIT Press Ltd
Illustrations
186
Dimensions
Height: 259 mm
Width: 211 mm
Thickness: 49 mm
Weight
2226 gr
ISBN-13
978-0-262-04684-8 (9780262046848)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Antonio Mele
Content
Introduction 1
I Foundations 15
1 The Classic Capital Asset Pricing Model 17
2 Arbitrage, Equilibrium, and Pricing 69
3 Infinite Horizon Economics 107
4 Continuous Time Models 157
5 Information, Security Design, and Financial Contracting 261
6 Taking Models to Data 313
II Empirical Lessons and Market Inefficiencies 343
7 Neoclassical Kernels and Puzzles 345
8 Aggregate Fluctuations in Equity Markets 371
9 Macrofinance 441
10 Information and Other Market Frictions 563
III Asset Pricing and Reality 651
11 Options and Volatility 653
12 Engineering of Fixed Income Securities 759
13 Interest Rates 857
14 Risky Debt and Credit Derivatives 973
Index 1095
I Foundations 15
1 The Classic Capital Asset Pricing Model 17
2 Arbitrage, Equilibrium, and Pricing 69
3 Infinite Horizon Economics 107
4 Continuous Time Models 157
5 Information, Security Design, and Financial Contracting 261
6 Taking Models to Data 313
II Empirical Lessons and Market Inefficiencies 343
7 Neoclassical Kernels and Puzzles 345
8 Aggregate Fluctuations in Equity Markets 371
9 Macrofinance 441
10 Information and Other Market Frictions 563
III Asset Pricing and Reality 651
11 Options and Volatility 653
12 Engineering of Fixed Income Securities 759
13 Interest Rates 857
14 Risky Debt and Credit Derivatives 973
Index 1095