1.

Record Nr.

UNINA9910654528203321

Titolo

Finance : a characteristics approach / / edited by David Blake

Pubbl/distr/stampa

London ; ; New York : , : Routledge, , 2000

ISBN

1-134-61470-5

1-134-61471-3

1-280-40350-0

0-203-46114-2

Descrizione fisica

1 online resource (144 p.)

Collana

Routledge international studies in money and banking ; ; 7

Altri autori (Persone)

BlakeDavid <1954->

Disciplina

332

Soggetti

Finance - Mathematical models

Economics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Book Cover; Title; Contents; List of figures; List of tables; List of contributors; Introduction; Portfolio behaviour and asset pricing in a characteristics framework; Financial intermediation and financial innovation in a characteristics framework; A characteristics definition of financial markets; The computation of interest equivalences for the nonprice characteristics of bank products; A characteristics analysis of financial innovations in short-term retail financial products; Postscript; Index

Sommario/riassunto

Since the 1980's, the characteristics model in economics has been applied to the field of finance, and offers a fresh perspective for understanding financial behaviour. This book brings together some of the latest research by leading exponents of the characteristics model and its application to finance.