ISBN 13 : 978-0-19-024114-8

Sommaire :
Part I. Single-Period Models
1. Utility and Risk Aversion
2. Portfolio Choice
3. Stochastic Discount Factors
4. Equilibrium and Efficiency
5. Mean-Variance Analysis
6. Factor Models
7. Representative Investors

Part II. Dynamic Models
8. Dynamic Securities Markets
9. Dynamic Portfolio Choice
10. Dynamic Asset Pricing
11. Explaining Puzzles
12. Brownian Motion and Stochastic Calculus
13. Continuous-Time Markets
14. Continuous-Time Portfolio Choice and Pricing
15. Continuous-Time Topics

Part III. Derivative Securities
16. Option Pricing
17. Forwards, Futures, and More Option Pricing
18. Term Structure Models
19. Perpetual Options and the Leland Model
20. Real Options and q Theory

Part IV. Beliefs, Information, and Preferences
21. Heterogeneous Beliefs
22. Rational Expectations Equilibria
23. Learning
24. Information, Strategic Trading, and Liquidity
25. Alternative Preferences

Langue : Anglais

Collection : FINANCIAL MANAGEMENT ASSOCIATION

Sous collection : Survey and synthesis series

Edition : 2ème

Lieu d'édition : OXFORD

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque