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[null,"1.","Record Nr.",null,"UNINA9910450390303321"]
[null,null,"Autore",null,"LeRoy Stephen F."]
[null,null,"Titolo",null,"Principles of financial economics / / Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross [[electronic resource]]"]
[null,null,"Pubbl/distr/stampa",null,"Cambridge : , : Cambridge University Press, , 2001"]
[null,null,"ISBN",null,"1-107-12737-8"]
[{"$nulls":4},"1-280-15995-2"]
[{"$nulls":4},"0-511-75378-0"]
[{"$nulls":4},"1-139-14671-8"]
[{"$nulls":4},"0-511-11667-5"]
[{"$nulls":4},"0-511-06581-7"]
[{"$nulls":4},"0-511-05950-7"]
[{"$nulls":4},"0-511-55588-1"]
[{"$nulls":4},"0-511-06794-1"]
[null,null,"Descrizione fisica",null,"1 online resource (xx, 280 pages) : digital, PDF file(s)"]
[null,null,"Disciplina",null,"332"]
[null,null,"Soggetti",null,"Investments - Mathematical models"]
[{"$nulls":4},"Finance - Mathematical models"]
[{"$nulls":4},"Economics - Mathematical models"]
[{"$nulls":4},"Securities - Prices - Mathematical models"]
[{"$nulls":4},"Capital market - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from publisher's bibliographic system (viewed on 08 Oct 2015)."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Cover; Half-title; Title; Copyright; Contents; Foreword; Preface; Bibliography; 1 Equilibrium in Security Markets; 2 Linear Pricing; 3 Arbitrage and Positive Pricing; 4 Portfolio Restrictions; 5 Valuation; 6 State Prices and Risk-Neutral Probabilities; 7 Valuation under Portfolio Restrictions; 8 Expected Utility; 9 Risk Aversion; 10 Risk; 11 Optimal Portfolios with One Risky Security; 12 Comparative Statics of Optimal Portfolios; 13 Optimal Portfolios with Several Risky Securities; 14 Consumption-Based Security Pricing; 15 Complete Markets and Pareto-Optimal Allocations of Risk"]
[{"$nulls":4},"16 Optimality in Incomplete Security Markets 17 The Expectations and Pricing Kernels; 18 The Mean-Variance Frontier Payoffs; 19 Capital Asset Pricing Model; 20 Factor Pricing; 21 Equilibrium in Multidate Security Markets; 22 Multidate Arbitrage and Positivity; 23 Dynamically "]
[{"$nulls":4},"Complete Markets; 24 Valuation; 25 Event Prices, Risk-Neutral Probabilities, and the Pricing Kernel; 26 Security Gains as Martingales; 27 Conditional Consumption-Based Security Pricing; 28 Conditional Beta Pricing and the CAPM; Index"]
[null,null,null,"Sommario/riassunto","Financial economics, and the calculations of time and uncertainty derived from it, are playing an increasingly important role in non-finance areas, such as monetary and environmental economics. In this 2001 book, Professors Le Roy and Werner supply a rigorous yet accessible graduate-level introduction to this subfield of microeconomic theory and general equilibrium theory. Since students often find the link between financial economics and equilibrium theory hard to grasp, they devote less attention to purely financial topics such as calculation of derivatives, while aiming 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. In addition to rigorous analysis, substantial sections of discussion and examples are included to make the ideas readily understandable."]