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AuthorBianconi, Marcelo
TitleFinancial economics, risk and information / Marcelo Bianconi
Imprint Hackensack, NJ. : World Scientific, c2012
Edition 2nd ed.
Descript xx, 475 p. : ill. ; 23 cm


Financial Economics, Risk and Information presents the fundamentals of finance in static and dynamic frameworks with focus on risk and information. The objective of this book is to introduce undergraduate and first-year graduate students to the methods and solutions of the main problems in finance theory relating to the economics of uncertainty and information. The main goal of the second edition is to make the materials more accessible to a wider audience of students and finance professionals. The focus is on developing a core body of theory that will provide the student with a solid intellectual foundation for more advanced topics and methods. The new edition has streamlined chapters and topics, with new sections on portfolio choice under alternative information structures. The starting point is the traditional mean-variance approach, followed by portfolio choice from first principles. The topics are extended to alternative market structures, alternative contractual arrangements and agency, dynamic stochastic general equilibrium in discrete and continuous time, attitudes towards risk and towards inter-temporal substitution in discrete and continuous time; and option pricing. In general, the book presents a balanced introduction to the use of stochastic methods in discrete and continuous time in the field of financial economics. -- From publisher's web site


Basic Mathematical Tools -- Mean-variance approach to financial decision-making -- Expected utility approacg to financial decision-making -- Introduction to systems of financial markets and the value of information -- Contracts, contract design, and agency relationships -- Discrete time dynamics -- Continuous time dynamics

Finance -- Mathematical models Finance Economics Financial risk Information theory in finance

Central Library (5th Floor)332.015118 B578FCHECK SHELVES
Chula Business School Library332.015118 B578F 2012CHECK SHELVES

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