Intermediate Financial Theory

4th Auflage
ISBN: 978-0-443-28902-6
Verlag: Elsevier Science

Buch, Englisch, 600 Seiten, Format (B × H): 191 mm x 235 mm

International Financial Theory, Fourth Edition delivers an updated and thorough explanation, accessible to those new to the subject and without a deep background in advanced mathematics. The book is ideal for those with a background in economics, and for those looking for an accessible, yet rigorous introduction beyond basic MBA-level textbooks, but not as dense as highly technical Ph.D. presentations. This valuable text combines academic expertise and real-world experience from leading experts in the field, and has been fully updated, including supplemental, useful online resources.

Autoren/Hrsg.

Danthine, Jean-Pierre

Donaldson, John B

Danthine, Samuel

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Inhaltsverzeichnis

1. Role of Financial Markets
2. Challenges of Asset PricingII.
3. Choices in Risky Situations
4. Measuring Risk and Risk Aversion
5. Risk Aversion and Investment Decisions, Part 1
6. Risk Aversion and Investment Decisions, Part 2
7. Risk Aversion and Investment Decisions, Part 3III
8. The CAPM
9. Arrow-Debreu Pricing,Part I
10. The Consumption Capital Asset Pricing Model (CCAPM)
11. Arrow Debreu Pricing, Part IIIV.
12. The Martingale Measure in Discrete Time, Part 1
13. The Martingale Measure in Discrete Time, Part 2
14. The APT
15. Continuous Time Finance
16. Portfolio Management in the Long Run
17. Financial Structure and Firm Valuation in Incomplete MarketsV.
18. Financial Equilibrium with Differential Information

Über Autor(innen)

Donaldson, John B
Professor Donaldson holds the teaches the Mario J. Gabelli Professorship in Finance at Columbia Business school, teaching courses in basic finance and options. He focuses on business cycles and asset pricing, with a particular emphasis on the real side of the economy's impact on equilibrium pricing of financial assets. His work has appeared in numerous professional journals, including the Journal of Economic Dynamics and Control, Econometrica, the Journal of Economic Theory and the Journal of Monetary Economics.

Danthine, Samuel
Samuel Danthine is currently Lecturer in Economics and Head of The Risk Management and Financial Engineering; Health Economics Specialization for Spatial Analysis; and Health Economics Programs. Professor Danthine holds a Ph.D. in economics from the University of Rochester, and as well as degrees from Université Catholique de Louvain and Université Toulouse. He has previously taught at the Université du Québec à Montréal (2003-2010), as well as serving as a visiting professor at HEC Lausanne, a researcher at Universidad de Málaga, departamento de Teoria e Historia Economica, a substitute professor at the Université de Sherbrooke, and a LTA Professor at Concordia University.

Danthine, Jean-Pierre
Jean-Pierre Danthine is professor of economics and finance at the University of Lausanne Switzerland), director of the International Center for Financial Asset Management and Engineering Lausanne & Geneva) and CEPR Research Fellow. The holder of a Ph.D. in economics from Carnegie-Mellon University and a M.S. in Economics from the University of Louvain, Professor DanthineI previously taught at at Columbia University and held visiting appointments at CUNY Graduate Center, University of Southern California (Los Angeles), Université d'Aix-Marseille, Université Laval (Québec), as well as Universities of Toulon and Dijon.
He is an Associate Editor of Macroeconomic Dynamics and Finance Research Letters; Chairman of the Scientific Council of the TCIP (Training Center for Investment Professionals); member of the Council of the European Economic Association, of the Scientific Councils of CEPREMAP (Paris), CREST (Paris), CREI (U. Pompeu Fabra, Barcelona) as well as the Fonds national de la recherche scientifique (Economics Commission - Belgium). He was also a member of the Executive Committee of the ICMB (Geneva).