Mendeley出力
＜図書＞
The economics of financial markets
| 責任表示 | Roy E. Bailey |
|---|---|
| データ種別 | 図書 |
| 出版情報 | Cambridge ; New York : Cambridge University Press , 2005 |
| 本文言語 | 英語 |
| 大きさ | xix, 528 p. : ill. ; 26 cm |
| 概要 | The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief ov...rview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed in detail, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts. Book jacket. The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed in detail, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts. Book jacket.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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hbk. | 理系図3F 数理独自 | BAIL/47/1 | 2005 |
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023212005001855 |
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書誌詳細
| 一般注記 | Includes bibliographical references and indexes |
|---|---|
| 著者標目 | *Bailey, Roy E. |
| 件 名 | LCSH:Capital market LCSH:Stock exchanges LCSH:Futures market |
| 分 類 | LCC:HG4523 DC22:332/.0415 |
| 書誌ID | 1001224196 |
| ISBN | 052184827X |
| NCID | BA72130446 |
| 巻冊次 | : hbk ; ISBN:052184827X ; XISBN:9780521848275 : pbk ; ISBN:0521612802 ; XISBN:9780521612802 |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.11.02 |