Asset pricing for dynamic economies /

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Altug, Sumru
Otros Autores: Labadie, Pamela, 1953-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, U.K. ; New York : Cambridge University Press, 2008.
Temas:
Capital assets pricing model.
Equilibrium (Economics) > Mathematical models.
Macroeconomics > Mathematical models.
Modèle d'évaluation des actifs financiers.
Macroéconomie > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Complete contingent claims
  • Arbitrage and asset valuation
  • Expected utility
  • CAPM and APT
  • Consumption and saving
  • Dynamic programming
  • Intertemporal risk sharing
  • Consumption and asset pricing
  • Non-separable preferences
  • Economies with production
  • Investment
  • Business cycles
  • Models with cash-in-advance constraints
  • International asset markets
  • Asset pricing with frictions
  • Borrowing constraints
  • Overlapping generations models
  • Mathematical appendix.

Ejemplares similares