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    Online Resource
    Online Resource
    The economics of financial markets (2005)
    New York : Cambridge University Press
    Details
    ISBN: 0511115806 , 0521612802 , 9780521612807 , 052184827X , 9780521848275 , 1280153083 , 9781280153082 , 9780511115806 , 0511122209 , 9780511122200
    Language: English
    Pages: 1 volume
    Edition: Boulder, Colo NetLibrary 2005 Online-Ressource E-Books von NetLibrary
    Series Statement: EBSCOhost eBook Collection
    Parallel Title: Print version Economics of financial markets
    Parallel Title: Druckausg. Bailey, Roy E. The economics of financial markets
    RVK:
    QK 600
    Keywords: Electronic books ; Capital market ; Stock exchanges ; Futures market ; Futures market ; Capital market ; Stock exchanges ; Electronic books ; Capital market ; Stock exchanges ; Futures market ; Arbitrage ; Arbitrage-Pricing-Theorie ; Capital-Asset-Pricing-Modell ; Financial Futures ; Kapitalmarkttheorie ; Optionsmarkt ; Portfolio Selection ; Electronic books ; Kapitalmarkttheorie ; Portfolio Selection ; Capital-Asset-Pricing-Modell ; Arbitrage-Pricing-Theorie ; Arbitrage ; Financial Futures ; Optionsmarkt ; Kapitalmarkttheorie ; Portfolio Selection ; Capital-Asset-Pricing-Modell ; Arbitrage-Pricing-Theorie ; Arbitrage ; Financial Futures ; Optionsmarkt
    Abstract: 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, 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
    Note: Includes bibliographical references and index , Electronic reproduction, Boulder, Colo : NetLibrary, 2005
    URL: Volltext  (Deutschlandweit zugänglich)
    URL: Volltext  (Deutschlandweit zugänglich)
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