|Titel :||Intermediate Financial Theory|
|Untertitel :||2nd Edition|
|Autor:||Jean-Pierre; Donaldson, John B. Danthine|
|Hersteller:||Academic Press London|
|Genre:||Schule & Lernen|
|Größe:||H268mm x B190mm x T32mm|
|Auflage :||2. A.|
Jean-Pierre Danthine is professor of economics and finance at the University of Lausanne Switzerland), director of the International Center for Financial Asset Management and Engineering Lausanne & Geneva) and CEPR Research Fellow. The holder of a Ph.D. in economics from Carnegie-Mellon University and a M.S. in Economics from the University of Louvain, Professor DanthineI previously taught at at Columbia University and held visiting appointments at CUNY Graduate Center, University of Southern California (Los Angeles), Universite d'Aix-Marseille, Universite Laval (Quebec), as well as Universities of Toulon and Dijon. He is an Associate Editor of Macroeconomic Dynamics and Finance Research Letters; Chairman of the Scientific Council of the TCIP (Training Center for Investment Professionals); member of the Council of the European Economic Association, of the Scientific Councils of CEPREMAP (Paris), CREST (Paris), CREI (U. Pompeu Fabra, Barcelona) as well as the Fonds national de la recherche scientifique (Economics Commission - Belgium). He was also a member of the Executive Committee of the ICMB (Geneva). He was formerly Vice-Rector of the University of Lausanne, chairman of its Departement d'Econometrie et d'Economie Politique (DEEP) and director of its Institute for Banking and Financial Management, member of the Executive Committee of CEPR (Center for Economic Policy research - London), of the CEPS Macroeconomic Policy Group (Brussels), of the Scientific Council of the European Science Foundation Network in Financial Markets. He was also an Associate Editor of the European Economic Review, of the Journal of Empirical Finance and of the Revue Finance. His publications have appeared in Econometrica, the Journal of Political Economy, the Review of Economic Studies, the Journal of Finance, the Journal of Economic Theory, the Journal of Public Economics, the European Economic Review, and many other journals.
It focuses on clear explanations of key concepts and requires limited mathematical prerequisites. For it, online solutions manual is available. Updates include new structure emphasizing the distinction between the equilibrium and the arbitrage perspectives on valuation and pricing, as well as a new chapter on asset management for the long term investor.
PART I : INTRODUCTION Chapter 1: On the Role of Financial Markets and Institutions Chapter 2: The Challenges of Asset Pricing: A Roadmap PART II: THE DEMAND FOR FINANCIAL ASSETS Chapter 3: Making Choices in Risky Situations Chapter 4: Measuring Risk and Risk Aversion Chapter 5: Risk Aversion and Investment Decisions, Part I Chapter 6: Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory PART III: EQUILIBRIUM PRICING Chapter 7: The Capital Asset Pricing Model: Another View about Risk Chapter 8: Arrow-Debreu Pricing I Chapter 9: The Consumption Capital Asset Pricing Model (CCAPM) PART IV: ARBITRAGE PRICING Chapter 10: Arrow-Debreu Pricing II: the Arbitrage Perspective Chapter 11: The Martingale Measure : Part I Chapter 12: The Martingale Measure : Part II Chapter 13: The Arbitrage Pricing Theory (APT) PART V: EXTENSIONS Chapter 14: Portfolio Management in the long run Chapter 15: Financial Structure and Firm Valuation in Incomplete Markets Chapter 16: Financial Equilibrium with Differential Information EXERCISES
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