- Inbunden (Hardback)
- Antal sidor
- Academic Press
- B.Donaldson, John
- black & white illustrations
- 241 x 190 x 31 mm
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- 1370:Standard Color 7.5 x 9.25 in or 235 x 191 mm Case Laminate on White w/Gloss Lam
- 1111 g
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Intermediate Financial Theory
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- Completely updated edition of classic textbook that fills a gap between MBA- and PhD-level texts
- Focuses on clear explanations of key concepts and requires limited mathematical prerequisites
- Online solutions manual available
- Updates include new structure emphasizing the distinction between the equilibrium and the arbitrage perspectives on valuation and pricing, and a new chapter on asset management for the long-term investor
Fler böcker av Jean-Pierre Danthine
On Some Computational Aspects of Real Business Cycle Theory
Jean-Pierre Danthine, John B Donaldson, Sloan School Of Management
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Ther...
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"This unique textbook presents classic models and new results in finance, skillfully couched within the more general framework of economic decision-making under uncertainty. Throughout, Danthine and Donaldson carefully balance the need for both intuition and technical detail."--Peter Ireland, Boston College
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Jean-Pierre Danthine is professor of economics and finance at the University of Lausanne Switzerland), director of the International Center for Financial Asset Management and Engineering Lausanne & Geneva) and CEPR Research Fellow. The holder of a Ph.D. in economics from Carnegie-Mellon University and a M.S. in Economics from the University of Louvain, Professor DanthineI previously taught at at Columbia University and held visiting appointments at CUNY Graduate Center, University of Southern California (Los Angeles), Universit d'Aix-Marseille, Universit Laval (Qubec), as well as Universities of Toulon and Dijon.
He is an Associate Editor of Macroeconomic Dynamics and Finance Research Letters; Chairman of the Scientific Council of the TCIP (Training Center for Investment Professionals); member of the Council of the European Economic Association, of the Scientific Councils of CEPREMAP (Paris), CREST (Paris), CREI (U. Pompeu Fabra, Barcelona) as well as the Fonds national de la recherche scientifique (Economics Commission - Belgium). He was also a member of the Executive Committee of the ICMB (Geneva).
He was formerly Vice-Rector of the University of Lausanne, chairman of its Departement d'Economtrie et d'Economie Politique (DEEP) and director of its Institute for Banking and Financial Management, member of the Executive Committee of CEPR (Center for Economic Policy research - London), of the CEPS Macroeconomic Policy Group (Brussels), of the Scientific Council of the European Science Foundation Network in Financial Markets. He was also an Associate Editor of the European Economic Review, of the Journal of Empirical Finance and of the Revue Finance.
His publications have appeared in Econometrica, the Journal of Political Economy, the Review of Economic Studies, the Journal of Finance, the Journal of Economic Theory, the Journal of Public Economics, the European Economic Review, and many other journals.
1. Role of Financial Markets 2. Challenges of Asset Pricing II. 3. Choices in Risky Situations 4. Measuring Risk and Risk Aversion 5. Risk Aversion and Investment Decisions, Part 1 6. Risk Aversion and Investment Decisions, Part 2 7. Risk Aversion and Investment Decisions, Part 3 III. 8. The CAPM 9. Arrow-Debreu Pricing, Part I 10. The Consumption Capital Asset Pricing Model (CCAPM) 11. Arrow Debreu Pricing, Part II IV. 12. The Martingale Measure in Discrete Time, Part 1 13. The Martingale Measure in Discrete Time, Part 2 14. The APT 15. Continuous Time Finance 16. Portfolio Management in the Long Run 17. Financial Structure and Firm Valuation in Incomplete Markets V. 18. Financial Equilibrium with Differential Information