Logotipo librería Marcial Pons
Asset pricing for dynamic economies

Asset pricing for dynamic economies

  • ISBN: 9780521699143
  • Editorial: Cambridge University Press
  • Lugar de la edición: Cambridge. Reino Unido
  • Encuadernación: Rústica
  • Medidas: 25 cm
  • Nº Pág.: 584
  • Idiomas: Inglés

Papel: Rústica
54,80 € 49,32 €
Sin stock. Impresión bajo demanda. En firme sin devolución

Resumen

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. ÍNDICE: List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13. Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematical appendix; References; Index.

Resumen

Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información