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Autore: |
Chakravarty Satya R.
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Titolo: |
An outline of financial economics / / Satya R. Chakravarty [[electronic resource]]
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Pubblicazione: | London : , : Anthem Press, , 2013 |
Descrizione fisica: | 1 online resource (xiii, 299 pages) : digital, PDF file(s) |
Disciplina: | 332 |
Soggetto topico: | Finance |
Economics | |
Note generali: | Title from publisher's bibliographic system (viewed on 02 Oct 2015). |
Nota di bibliografia: | Includes bibliographical references and index. |
Nota di contenuto: | Basic concepts -- Intertemporal decision-making and time value of money -- Risk and uncertainty -- Valuation of stocks -- Stock transactions -- Valuation of cash flows and capital budget allocation -- Financial structure of a firm -- Valuation of bonds and interest rates -- Markets for options -- Arbitrage and binomial model -- Brownian motion and Itō's Lemma -- The Black-Scholes-Merton model -- Exotic options -- Risk-neutral valuation and martingales -- Portfolio management : the mean-variance approach -- Stochastic dominance -- Portfolio management : the mean-Gini approach. |
Sommario/riassunto: | ℗“An Outline of Financial Economics℗” presents a systematic treatment of the theory and methodology of finance and economics. The book follows an analytical and geometric methodology, explaining technical terms and mathematical operations in clear, non-technical language, and providing intuitive explanations of the mathematical results. The text begins with a discussion of financial instruments, which form the basis of finance theory, and goes on to analyze bonds ℗– which are regarded as fixed income securities ℗– in a simple framework, and to discuss the valuation of stocks and cash flows in detail. Highly relevant topics such as attitudes toward risk, uncertainty, the financial structure of a firm, stochastic dominance, portfolio management, option pricing and conditions for non-arbitrage are analyzed explicitly. Because of its wide coverage and analytical, articulate and authoritative presentation, ℗“An Outline of Financial Economics℗” will be an indispensable book for finance researchers and undergraduate and graduate students in fields such as economics, finance, econometrics, statistics and mathematics. |
Titolo autorizzato: | An outline of financial economics ![]() |
ISBN: | 0-85728-575-0 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910462371403321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |