Principles of Financial Economics
, by Stephen F. LeRoy , Jan Werner , Foreword by Stephen A. RossNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780521584340 | 0521584345
- Cover: Hardcover
- Copyright: 11/20/2000
This book introduces graduate students in economics to the subfield of financial economics. It stresses the link between financial economics and equilibrium theory, devoting less attention to purely financial topics such as valuation of derivatives. Since students often find this link hard to grasp, the treatment aims to make the connection explicit and clear in each stage of the exposition. Emphasis is placed on detailed study of two-date models, because almost all of the key ideas in financial economics can be developed in the two-date setting. The analysis is intended to be comparable in rigor to the best work in microeconomics; at the same time, the authors provide enough discussion and examples to make the ideas readily understandable.
Foreword | xiii | ||||
Preface | xv | ||||
Part One Equilibrium and Arbitrage | 1 | (44) | |||
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3 | (12) | |||
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3 | (1) | |||
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4 | (2) | |||
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6 | (1) | |||
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6 | (1) | |||
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7 | (1) | |||
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8 | (1) | |||
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10 | (1) | |||
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11 | (1) | |||
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11 | (4) | |||
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15 | (7) | |||
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17 | (1) | |||
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18 | (1) | |||
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21 | (1) | |||
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22 | (11) | |||
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23 | (3) | |||
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26 | (1) | |||
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27 | (1) | |||
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27 | (3) | |||
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30 | (1) | |||
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30 | (3) | |||
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33 | (12) | |||
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33 | (1) | |||
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33 | (2) | |||
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35 | (1) | |||
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36 | (1) | |||
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37 | (1) | |||
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38 | (1) | |||
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39 | (1) | |||
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40 | (2) | |||
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42 | (3) | |||
Part Two Valuation | 45 | (30) | |||
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47 | (9) | |||
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47 | (1) | |||
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48 | (1) | |||
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49 | (3) | |||
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52 | (2) | |||
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54 | (1) | |||
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55 | (1) | |||
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56 | (9) | |||
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56 | (1) | |||
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56 | (3) | |||
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59 | (1) | |||
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60 | (1) | |||
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60 | (1) | |||
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61 | (1) | |||
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61 | (2) | |||
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63 | (2) | |||
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65 | (10) | |||
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65 | (1) | |||
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65 | (2) | |||
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67 | (3) | |||
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70 | (1) | |||
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70 | (3) | |||
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73 | (2) | |||
Part Three Risk | 75 | (34) | |||
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77 | (10) | |||
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77 | (1) | |||
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77 | (1) | |||
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78 | (1) | |||
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79 | (1) | |||
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79 | (1) | |||
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80 | (2) | |||
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82 | (1) | |||
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83 | (1) | |||
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84 | (3) | |||
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87 | (12) | |||
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87 | (1) | |||
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87 | (1) | |||
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88 | (2) | |||
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90 | (1) | |||
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90 | (2) | |||
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92 | (2) | |||
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94 | (1) | |||
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94 | (1) | |||
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95 | (1) | |||
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96 | (1) | |||
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97 | (2) | |||
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99 | (10) | |||
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99 | (1) | |||
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99 | (1) | |||
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100 | (1) | |||
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101 | (1) | |||
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101 | (3) | |||
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104 | (2) | |||
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106 | (2) | |||
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108 | (1) | |||
Part Four Optimal Portfolios | 109 | (30) | |||
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111 | (7) | |||
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111 | (1) | |||
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111 | (1) | |||
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112 | (2) | |||
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114 | (2) | |||
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116 | (1) | |||
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117 | (1) | |||
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118 | (10) | |||
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118 | (1) | |||
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118 | (2) | |||
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120 | (2) | |||
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122 | (1) | |||
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123 | (3) | |||
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126 | (2) | |||
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128 | (11) | |||
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128 | (1) | |||
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128 | (1) | |||
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129 | (1) | |||
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130 | (1) | |||
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131 | (2) | |||
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133 | (3) | |||
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136 | (1) | |||
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136 | (3) | |||
Part Five Equilibrium Prices and Allocations | 139 | (30) | |||
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141 | (6) | |||
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141 | (1) | |||
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141 | (1) | |||
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142 | (2) | |||
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144 | (1) | |||
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145 | (1) | |||
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146 | (1) | |||
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147 | (10) | |||
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147 | (1) | |||
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147 | (2) | |||
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149 | (1) | |||
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150 | (1) | |||
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151 | (2) | |||
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153 | (2) | |||
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155 | (2) | |||
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157 | (12) | |||
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157 | (1) | |||
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157 | (1) | |||
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158 | (1) | |||
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159 | (3) | |||
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162 | (1) | |||
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163 | (1) | |||
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163 | (2) | |||
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165 | (1) | |||
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166 | (1) | |||
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166 | (3) | |||
Part Six Mean-Variance Analysis | 169 | (48) | |||
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171 | (12) | |||
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171 | (1) | |||
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171 | (1) | |||
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172 | (1) | |||
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172 | (1) | |||
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173 | (2) | |||
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175 | (1) | |||
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176 | (1) | |||
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177 | (1) | |||
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178 | (1) | |||
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179 | (2) | |||
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181 | (2) | |||
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183 | (11) | |||
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183 | (1) | |||
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183 | (1) | |||
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184 | (5) | |||
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189 | (1) | |||
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190 | (1) | |||
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191 | (1) | |||
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191 | (2) | |||
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193 | (1) | |||
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194 | (10) | |||
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194 | (1) | |||
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194 | (3) | |||
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197 | (2) | |||
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199 | (1) | |||
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200 | (1) | |||
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201 | (1) | |||
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201 | (3) | |||
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204 | (13) | |||
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204 | (1) | |||
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204 | (2) | |||
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206 | (1) | |||
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207 | (1) | |||
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208 | (2) | |||
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210 | (2) | |||
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212 | (2) | |||
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214 | (3) | |||
Part Seven Multidate Security Markets | 217 | (28) | |||
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219 | (9) | |||
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219 | (1) | |||
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219 | (3) | |||
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222 | (1) | |||
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223 | (1) | |||
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224 | (1) | |||
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224 | (1) | |||
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225 | (1) | |||
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226 | (2) | |||
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228 | (5) | |||
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228 | (1) | |||
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228 | (1) | |||
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229 | (1) | |||
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230 | (1) | |||
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230 | (2) | |||
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232 | (1) | |||
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233 | (8) | |||
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233 | (1) | |||
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233 | (1) | |||
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234 | (1) | |||
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235 | (1) | |||
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236 | (1) | |||
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237 | (1) | |||
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238 | (1) | |||
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239 | (2) | |||
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241 | (4) | |||
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241 | (1) | |||
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241 | (3) | |||
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244 | (1) | |||
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244 | (1) | |||
Part Eight Martingale Property of Security Prices | 245 | (32) | |||
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247 | (11) | |||
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247 | (1) | |||
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247 | (3) | |||
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250 | (1) | |||
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250 | (2) | |||
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252 | (1) | |||
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253 | (1) | |||
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254 | (1) | |||
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255 | (1) | |||
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256 | (2) | |||
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258 | (6) | |||
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258 | (1) | |||
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258 | (2) | |||
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260 | (1) | |||
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261 | (1) | |||
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262 | (2) | |||
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264 | (7) | |||
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264 | (1) | |||
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264 | (1) | |||
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265 | (1) | |||
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266 | (1) | |||
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266 | (2) | |||
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268 | (1) | |||
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269 | (1) | |||
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269 | (2) | |||
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271 | (6) | |||
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271 | (1) | |||
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271 | (1) | |||
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272 | (2) | |||
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274 | (1) | |||
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275 | (1) | |||
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276 | (1) | |||
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276 | (1) | |||
Index | 277 |
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