The economics of financial markets / Roy E. Bailey

Englisch

New York : Cambridge University Press, 2005

1 volume

Includes bibliographical references and index

Electronic reproduction, Boulder, Colo : NetLibrary, 2005

Print version: Economics of financial markets

Druckausg.: The economics of financial markets. - Cambridge [u.a.] : Cambridge Univ. Press, 2008. - XIX, 528 S.

0-511-11580-6 electronic bk.

0-521-61280-2 pbk.

978-0-521-61280-7 pbk.

0-521-84827-X hbk.

978-0-521-84827-5 hbk.

1-280-15308-3

978-1-280-15308-2

978-0-511-11580-6 : electronic bk.

0-511-12220-9 electronic bk.

978-0-511-12220-0 : electronic bk.

Weitere Ausgaben: 0-521-61280-2 (Druckausgabe) pbk., 0-521-84827-X (Druckausgabe) hbk., 1-280-15308-3 (Druckausgabe), 978-0-521-61280-7 (Druckausgabe) : pbk., 978-0-521-84827-5 (Druckausgabe) : hbk., 978-1-280-15308-2 (Druckausgabe)

*Kapitalmarkttheorie / Portfolio Selection / Capital-Asset-Pricing-Modell / Arbitrage-Pricing-Theorie / Arbitrage / Financial Futures / Online-Publikation / Optionsmarkt

*Kapitalmarkttheorie / Portfolio Selection / Capital-Asset-Pricing-Modell / Arbitrage-Pricing-Theorie / Arbitrage / Financial Futures / Optionsmarkt

*Electronic books ; Capital market ; Stock exchanges ; Futures market ; Futures market ; Capital market ; Stock exchanges ; Electronic books ; Capital market ; Stock exchanges ; Futures market

*Electronic books ; Arbitrage ; Arbitrage-Pricing-Theorie ; Capital-Asset-Pricing-Modell ; Financial Futures ; Kapitalmarkttheorie ; Optionsmarkt ; Portfolio Selection

Klassifikation der Library of Congress: HG4523

Dewey Dezimal-Klassifikation: 332/.0415; ; 332.0415;

Regensburger Verbund-Klassifikation: QK 600: Q Wirtschaftswissenschaften / QK Geld, Kredit- und Bankwesen. Bankbetriebslehre / QK 600-QK 660 Geld- und Kapitalmärkte. Börsen. Zinsentwicklung / Allgemeines

bisacsh: BUS027000

Book Industry Communication: KFFM

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

 

Boulder, Colo : NetLibrary, 2005

Boulder, Colo : NetLibrary

Online-Ressource

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