TY  - BOOK
AU  - Bianconi,Marcelo
TI  - Financial economics, risk and information
SN  - 9789814355131 (hbk.)
AV  - HG106 .B53 2012
U1  - 332.015118 
PY  - 2012///
CY  - Singapore, Hackensack, NJ
PB  - World Scientific
KW  - Finance
KW  - Risk
KW  - Information theory in finance
N1  - First edition published 2003; Includes bibliographical references and index
N2  - This book presents a balanced blend of pure finance and contract theory in the presence of risk, alternative forms of information structures, and static and dynamic frameworks. In particular, it provides an introduction to the use of stochastic methods in financial economics and finance. The following topics are covered: financial risk and asset pricing and asset returns under alternative contractual arrangements, portfolio choice, individual behavior towards risk, general equilibrium under uncertainty in discrete and continuous time settings, indivisibilities and nonconvexities in a general equilibrium context, contract theory, mechanism design and principal-agent relationships in partial and general equilibrium contexts, credit markets, and option pricing
ER  -