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Author : G. M. Heal
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 ( download)
Download or read book Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World written by G. M. Heal and published by . This book was released on 1995 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James A. Ohlson
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 ( download)
Download or read book Revisiting the Basics of Return and Risk in Equilibrium written by James A. Ohlson and published by . This book was released on 1998 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kemal Dervis
Publisher : Cambridge University Press
ISBN 13 : 9780521270304
Total Pages : 548 pages
Book Rating : 4.2/5 (73 download)
Download or read book General Equilibrium Models for Development Policy written by Kemal Dervis and published by Cambridge University Press. This book was released on 1982-05-31 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert A Jarrow
Publisher : World Scientific
ISBN 13 : 9814470635
Total Pages : 609 pages
Book Rating : 4.8/5 (144 download)
Download or read book Financial Derivatives Pricing: Selected Works Of Robert Jarrow written by Robert A Jarrow and published by World Scientific. This book was released on 2008-10-08 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.
Author : Graciela Chichilnisky
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 ( download)
Download or read book The Geometry of Implementation written by Graciela Chichilnisky and published by . This book was released on 1995 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chi-fu Huang
Publisher :
ISBN 13 :
Total Pages : 394 pages
Book Rating : 4.F/5 ( download)
Download or read book Foundations for Financial Economics written by Chi-fu Huang and published by . This book was released on 1988 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on formal derivations of financial theory, this volume provides a rigorous exploration of individual's consumption and portfolio decisions under uncertainty. Features in-depth coverage of such topics as: concepts of risk aversion and stochastic dominance; mathematical properties of a portfolio frontier; distributional conditions for mutual fund separation; capital asset pricing models and arbitrage pricing models; general pricing rules for securities that pay off in more than one state of nature; the pricing of options; rational expectation models of risky asset prices; signaling models; how multiperiod dynamic economies can be modeled; a multiperiod economy with emphasis on valuation by arbitrage; econometric issues associated with testing capital asset pricing models.
Author : Graciela Chichilnisky
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 ( download)
Download or read book Limited Arbitrage and Uniqueness of Equilibrium in Strictly Regular Economies written by Graciela Chichilnisky and published by . This book was released on 1996 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark L. Sirower
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 ( download)
Download or read book The Synergy Limitation Paradox written by Mark L. Sirower and published by . This book was released on 1997 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Horst Siebert
Publisher : University of Michigan Press
ISBN 13 :
Total Pages : 292 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Economics of International Environmental Problems written by Horst Siebert and published by University of Michigan Press. This book was released on 2000 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The environment has been increasingly threatened in recent years. Notable examples are the rapid increase in the concentration of greenhouse gases in the atmosphere and the loss of biodiversity. Since environmental resources, as well as their absorptive capacity for emissions, are not confined to national borders, governments face new challenges in designing institutions and developing instruments for environmental policy. In this volume, experts from all over the world discuss the nature of these challenges and the basic elements needed for a solution to international environmental problems. Of special interest are the implementation of international environmental agreements and how conflicts between efficient solutions and political constraints affect the content of international environmental agreements.
Author : Lawrence R. Glosten
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 ( download)
Download or read book Competition and the Set of Allowable Prices written by Lawrence R. Glosten and published by . This book was released on 1995 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Graciela Chichilnisky
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 ( download)
Download or read book A Topological Invariant for Competitive Markets written by Graciela Chichilnisky and published by . This book was released on 1996 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ronald M. Schramm
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 ( download)
Download or read book Optimal Financial Contracts in a Two Sector Open Economy (Ricardo Meets the CAPM) written by Ronald M. Schramm and published by . This book was released on 1996 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sid Browne
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 ( download)
Download or read book Stochastic Differential Portfolio Games written by Sid Browne and published by . This book was released on 1997 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ross M. Starr
Publisher : Cambridge University Press
ISBN 13 : 9780521564731
Total Pages : 280 pages
Book Rating : 4.5/5 (647 download)
Download or read book General Equilibrium Theory written by Ross M. Starr and published by Cambridge University Press. This book was released on 1997-07-13 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: General Equilibrium Theory: An Introduction treats the classic Arrow-Debreu general equilibrium model in a form accessible to graduate students and advanced undergraduates in economics and mathematics. Topics covered include mathematical preliminaries, households and firms, existence of general equilibrium, Pareto efficiency of general equilibrium, the First and Second Fundamental Theorems of Welfare Economics, the core and core convergences, future markets over time and contingent commodity markets under uncertainty. Demand, supply, and excess demand appear first as (point-valued) functions, then optionally as (set-valued) correspondences. The mathematics presented (with elementary proofs of the theorems) includes a real analysis, the Brouwer fixed point theorem, and separating and supporting hyperplane theorems. Optional chapters introduce the existence of equilibrium with set-valued supply and demand, the mathematics of upper and lower hemicontinuous correspondences, and the Kakutani fixed point theorem. The treatment emphasizes clarity and accessibility to the student through use of examples and intuition.
Author : Suresh M. Sundaresan
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 ( download)
Download or read book Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans written by Suresh M. Sundaresan and published by . This book was released on 1996 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Graciela Chichilnisky
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 ( download)
Download or read book Securitizing the Biosphere written by Graciela Chichilnisky and published by . This book was released on 1997 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. M. Heal
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 ( download)
Download or read book Interpreting Sustainability written by G. M. Heal and published by . This book was released on 1995 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
