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Financial Markets Theory / Equilibrium, Efficiency and Information, Barucci Emilio



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Автор: Barucci Emilio
Название:  Financial Markets Theory / Equilibrium, Efficiency and Information
Перевод названия: Эмилио Баруччи: Теория финансовых рынков. Равновесие, эффективность и информация
ISBN: 9781852334697
Издательство: Springer
Классификация:
ISBN-10: 185233469X
Обложка/Формат: Hardback
Страницы: 479
Вес: 0.838 кг.
Дата издания: 11.12.2002
Серия: Springer finance / springer finance textbooks
Язык: English
Иллюстрации: 14 illus.
Размер: 241 x 165 x 19
Читательская аудитория: Postgraduate, research & scholarly
Подзаголовок: Equilibrium, efficiency and information
Ссылка на Издательство: Link
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Поставляется из: Германии
Дополнительное описание: Илюстрации: 14
Круг читателей: Graduate students, researchers, advanced undergraduates, practitioners in banking, insurance and financial consultancy
Язык: eng
Оглавление: Prerequisites.- Choices under Risk.- Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier.- General Equilibrium Theory and Risk Exchange.- Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory.- Multiperiod Market Models.- Information and Financial Markets.- Uncertainty, Rationality, Heterogeneity.- Financial Markets Microstructure.- Corporate Finance.- Intermediation and Regulation.- References.- Index.





Complementarity, Equilibrium, Efficiency and Economics

Автор: Isac G., Bulavsky V.A., Kalashnikov Vyacheslav V.
Название: Complementarity, Equilibrium, Efficiency and Economics
ISBN: 1402006888 ISBN-13(EAN): 9781402006883
Издательство: Springer
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Цена: 32522 р.
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Описание: In complementarity theory, which is a relatively new domain of applied mathematics, several kinds of mathematical models and problems related to the study of equilibrium are considered from the point of view of physics as well as economics. In this book the authors have combined complementarity theory, equilibrium of economical systems, and efficiency in Pareto's sense. The authors discuss the use of complementarity theory in the study of equilibrium of economic systems and present results they have obtained. In addition the authors present several new results in complementarity theory and several numerical methods for solving complementarity problems associated with the study of economic equilibrium. The most important notions of Pareto efficiency are also presented. Audience: Researchers and graduate students interested in complementarity theory, in economics, in optimization, and in applied mathematics.

General Equilibrium Foundations of Finance / Structure of Incomplete Markets Models

Автор: Hens Thorsten, Pilgrim Beate
Название: General Equilibrium Foundations of Finance / Structure of Incomplete Markets Models
ISBN: 1402073372 ISBN-13(EAN): 9781402073373
Издательство: Springer
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Цена: 31037 р.
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Описание: The purpose of General Equilibrium Foundations of Finance is to give a sound economic foundation of finance based on the general equilibrium model with incomplete markets which embodies the famous CAPM as an important special case. This goal is achieved by giving reasonable restrictions on the agents' characteristics that lead to a well determined financial markets model having a unique competitive equilibrium. The innovation of this book is to transfer and to extend the theoretical results on the structure of competitive equilibria into the modern context of incomplete financial markets. General Equilibrium Foundations of Finance should be easily accessible by advanced Ph.D. students as well as by theorists of any subfield of mathematical economics. It should be interesting both for theorists who are looking for possible applications of rigorous theorizing as well as for practitioners who seek for a theoretical foundation of fruitful applications of financial markets' models.

The Short-Run Approach to Long-Run Equilibrium in Competitive Markets

Автор: Horsley
Название: The Short-Run Approach to Long-Run Equilibrium in Competitive Markets
ISBN: 3319333976 ISBN-13(EAN): 9783319333977
Издательство: Springer
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Цена: 10394 р.
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Описание: The authors present a new formal framework for finding the long-run competitive market equilibrium through short-run equilibria by exploiting the operating policies and plant valuations. This “short-run approach” develops ideas of Boiteux and Koopmans. Applied to the peak-load pricing of electricity generated by thermal, hydro and pumped-storage plants, it gives a sound and practical method of valuing the fixed assets—in this case, the river flows and the geological sites suitable for reservoirs. Its main mathematical basis is the producer’s short-run profit maximization programme and its dual; their solutions have relatively simple forms that can greatly ease the fixed-point problem of solving for the general equilibrium. Since the optimal values (profit and cost functions) are usually nondifferentiable—this is so when there are joint costs of production such as capacity constraints—nonsmooth calculus is employed to resolve long-standing discrepancies between textbook theory and industrial reality by giving subdifferential extensions of basic results of microeconomics, including the Wong-Viner Envelope Theorem.

Essays in Dynamic General Equilibrium Theory

Автор: Citanna
Название: Essays in Dynamic General Equilibrium Theory
ISBN: 3540222677 ISBN-13(EAN): 9783540222675
Издательство: Springer
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Цена: 25244 р.
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Описание: In the area of dynamic economics, David Cass' work has spawned a number of important lines of research, including the study of dynamic general equilibrium theory, the concept of sunspot equilibria, and general equilibrium theory when markets are incomplete. Based on these contributions, this volume contains new developments in the field, written by Cass' students and co-authors.

Operator Algebras and Quantum Statistical Mechanics 2 / Equilibrium States. Models in Quantum Statistical Mechanics

Автор: Bratteli Ola, Robinson Derek W.
Название: Operator Algebras and Quantum Statistical Mechanics 2 / Equilibrium States. Models in Quantum Statistical Mechanics
ISBN: 3540614435 ISBN-13(EAN): 9783540614432
Издательство: Springer
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Цена: 20817 р.
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Описание: For almost two decades this has been the classical textbook on applications of operator algebra theory to quantum statistical physics. It describes the general structure of equilibrium states, the KMS-condition and stability, quantum spin systems and continuous systems.Major changes in the new edition relate to Bose--Einstein condensation, the dynamics of the X-Y model and questions on phase transitions. Notes and remarks have been considerably augmented.

Dynamic General Equilibrium Modeling

Автор: Burkhard Heer
Название: Dynamic General Equilibrium Modeling
ISBN: 364203148X ISBN-13(EAN): 9783642031489
Издательство: Springer
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Цена: 11136 р.
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Описание: Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. A wide variety of mathematical tools are needed to solve these models. This book presents methods used to compute the dynamics of general equilibrium models.

Автор: Naastepad, C. W. M. (Post-Doctoral Research Fellow
Название: The Budget Deficit and Macroeconomic Performance: A Real-financial Computable General Equilibrium Model for India
ISBN: 0195655141 ISBN-13(EAN): 9780195655148
Издательство: Oxford Academ
Цена: 1806 р.
Наличие на складе: Поставка под заказ.

Описание: This text is intended for postgraduate students of economics, teachers, and researchers of macroeconomics and development economics, and policy-makers and deals with a financial equilibrium model in the Indian context.

Equilibrium Business Cycle Theory in Historical Perspective

Автор: Kim Kyun
Название: Equilibrium Business Cycle Theory in Historical Perspective
ISBN: 0521024927 ISBN-13(EAN): 9780521024921
Издательство: Cambridge Academ
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Цена: 4879 р.
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Описание: This book presents a historical investigation of the theoretical development of contemporary Equilibrium Business Cycle Theory (EBCT). The author examines the central features of the EBCT by tracing both the history of business cycle theory and the history of econometrics. These historical analyses make clear two central principles of the EBCT: its optimization foundation and its economic strategy. Following along these lines, the author argues that the EBCT succeeds the tradition of the Austrian cycle theory that attempted to incorporate the cycle with classical equilibrium doctrine. He further argues that the EBCT's econometric strategy is only a child of the Cowles commission method. Presenting a fresh viewpoint of interwar macroeconomics in very readable style, this book brings the period back into the heart of macroeconomic thinking today.

Russian Contributions to Game Theory and Equilibrium Theory

Автор: Driessen
Название: Russian Contributions to Game Theory and Equilibrium Theory
ISBN: 3540314059 ISBN-13(EAN): 9783540314059
Издательство: Springer
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Цена: 22274 р.
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Описание: The research of Soviet scientists within the field of game theory, starting around 1965 under the supervision of N. N. Vorob'ev, one of the leading experts in the field, has resulted in many high-level publications.

The purpose of this book is to report about the highly qualified research by Russian game theorists during the two decades 1968 - 1988 to the international readership. The book contains a collection of contributions in game theory and the related field of equilibrium theory which never had been published in English before. A short historical survey about the development of game theory in the USSR before 1990 is given in the introduction.

Modern Investment Management: An Equilibrium Approach

Автор: Bob Litterman
Название: Modern Investment Management: An Equilibrium Approach
ISBN: 0471124109 ISBN-13(EAN): 9780471124108
Издательство: Wiley
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Цена: 22688 р.
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Описание: This text explains and demystifies modern investment theory as applied by one of Wall Street`s elite investment banks, Goldman Sachs. The book travels from modern portfolio theory and capital asset pricing to more contemporary issues such as strategic asset allocation, risk budgeting.

Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

Автор: Kirill Ilinski
Название: Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
ISBN: 0471877387 ISBN-13(EAN): 9780471877387
Издательство: Wiley
Рейтинг:
Цена: 19965 р.
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Описание: Kirill Illinski offers the financial community a literary insight into what could become a different method for pricing financial assets: the application of contemporary physics techniques into the world of finance.

Equilibrium Statistical Mechanics

Автор: Gene F. Mazenko
Название: Equilibrium Statistical Mechanics
ISBN: 0471328391 ISBN-13(EAN): 9780471328391
Издательство: Wiley
Цена: 11244 р.
Наличие на складе: Поставка под заказ.


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