000 01587cam a2200289 a 4500
008 120703s2012 si a b 001 0 eng d
020 _a9789814355131 (hbk.)
020 _a9814355135 (hbk.)
040 _aSINLB
_cSINLB
050 0 0 _aHG106
_b.B53 2012
082 0 4 _a332.015118
_bBIA
100 1 _aBianconi, Marcelo,
245 1 0 _aFinancial economics, risk and information /
250 _a2nd ed.
260 _aSingapore ;
_aHackensack, NJ :
_bWorld Scientific,
_cc2012.
300 _axx, 475 p. :
500 _aFirst edition published 2003.
504 _aIncludes bibliographical references and index.
520 _aThis 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.
590 _aopc 21/02/17
591 _aLoans
650 0 _aFinance
650 0 _aRisk.
650 0 _aInformation theory in finance.
942 _2ddc
_cBOOK
949 _a332.015118 BIA
999 _c5220
_d5220