Umfang:
1 volume
Ausgabe:
Boulder, Colo NetLibrary 2005 Online-Ressource E-Books von NetLibrary
ISBN:
0511115806
,
0521612802
,
9780521612807
,
052184827X
,
9780521848275
,
1280153083
,
9781280153082
,
9780511115806
,
0511122209
,
9780511122200
Serie:
EBSCOhost eBook Collection
Inhalt:
The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts
Anmerkung:
Includes bibliographical references and index
,
Electronic reproduction, Boulder, Colo : NetLibrary, 2005
Weitere Ausg.:
ISBN 0521612802
Weitere Ausg.:
ISBN 052184827X
Weitere Ausg.:
ISBN 1280153083
Weitere Ausg.:
ISBN 9780521612807
Weitere Ausg.:
ISBN 9780521848275
Weitere Ausg.:
ISBN 9781280153082
Weitere Ausg.:
Print version Economics of financial markets
Weitere Ausg.:
Druckausg. Bailey, Roy E. The economics of financial markets Cambridge [u.a.] : Cambridge Univ. Press, 2008 ISBN 0521612802
Weitere Ausg.:
ISBN 052184827X
Weitere Ausg.:
ISBN 9780521612807
Weitere Ausg.:
ISBN 9780521848275
Sprache:
Englisch
Fachgebiete:
Wirtschaftswissenschaften
Schlagwort(e):
Kapitalmarkttheorie
;
Portfolio Selection
;
Capital-Asset-Pricing-Modell
;
Arbitrage-Pricing-Theorie
;
Arbitrage
;
Financial Futures
;
Optionsmarkt
;
Kapitalmarkttheorie
;
Portfolio Selection
;
Capital-Asset-Pricing-Modell
;
Arbitrage-Pricing-Theorie
;
Arbitrage
;
Financial Futures
;
Optionsmarkt
;
Electronic books
URL:
Volltext
(Deutschlandweit zugänglich)
URL:
Volltext
(Deutschlandweit zugänglich)
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