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Cambridge University Press The Economics of Financial Markets

Name: The Economics of Financial Markets
Brand: Cambridge University Press

Accounting

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The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts.

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The Economics of Financial Markets.

Product type : ABIS BOOK.

Brand : Cambridge University Press.

Product Specifications

Brand: Cambridge University Press
Format: Paperback
ASIN: 0521612802
Category: Books > Subjects > Business, Finance & Law > Accounting
Domain: Amazon UK
Release Date: 26 May 2005
Listed Since: 22 December 2006

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Cambridge University Press The Economics of Financial Markets

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