Intermediate financial theory /
Jean-Pierre Danthine, John B. Donaldson.
- 3rd ed.
- xvii, 450 pages ; 26 x 19 cm.
- Academic Press Advanced Finance .
Includes bibliographical references and index.
On the Role of Financial Markets and Institutions -- The Challenges of Asset Pricing: A Road Map -- Making Choices in Risky Situations -- Measuring Risk and Risk Aversion -- Risk Aversion and Investment Decisions, Part 1 -- Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory -- Risk Aversion and Investment Decisions, Part III: Challenges to Implementation -- The Capital Asset Pricing Model -- ArrowDebreu Pricing, Part I -- The Consumption Capital Asset Pricing Model -- ArrowDebreu Pricing, Part II -- The Martingale Measure: Part I -- The Martingale Measure: Part II -- The Arbitrage Pricing Theory -- Portfolio Management in the Long Run -- Financial Structure and Firm Valuation in Incomplete Markets -- Financial Equilibrium with Differential Information
9780123865496 0123865492
2014937035
Finance. Business enterprises--Finance. Economics. Finance.