Description |
489 pages ; 26 cm |
Contents |
1. The economics of financial markets -- 2. Financial markets and economic efficiency -- 3. The fundamental economics of intertemporal allocation -- 4. The fisher diagram for optimal intertemporal allocation -- 5. Maximizing lifetime utility in a firm with many shareholders -- 6. A transition to models in which future outcomes are uncertain -- 7. Probabilistic models -- 8. Portfolio theory -- 9. The capital asset pricing model -- 10. Multifactor models for pricing securities -- 11. The efficient markets hypothesis -- 12. Event studies -- 13. Capital structure -- 14. Insider trading -- 15. Options -- 16. Futures contracts -- 17. Additional topics in the economics of financial markets -- 18. Summary and conclusion |
Summary |
Part I: Introduction. 1. The Economics of Financial Markets. 2. Financial Markets and Economic Efficiency. Part II: Intertemporal Allocation by Consumers and Firms When Future Payments are Certain. 3. The Fundamental Economics of Intertemporal Allocation. 4. The Fisher Diagram for Optimal Intertemporal Allocation. 5. Maximizing lifetime utility in a firm with many shareholders. 6. A Transition to Models in which Future Outcomes Are Uncertain. Part III: Rates of Return as Random Variables. 7. Probabilistic Models. Part IV: Portfolio Theory and Capital Asset Pricing Theory. 8. Portfolio Theory |
Bibliography |
Includes bibliographical references and index |
Notes |
Print version record |
Subject |
Finance.
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Capital market.
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Author |
ebrary, Inc.
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LC no. |
2006011610 |
ISBN |
0195310632 cloth alkaline paper |
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