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Financial Economics by Antonio Mele
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Financial Economics

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Financial Economics by Antonio Mele
Hardcover $250.00
Nov 22, 2022 | ISBN 9780262046848

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  • Hardcover $250.00

    Nov 22, 2022 | ISBN 9780262046848

    Buy from Other Retailers:

Product Details

Table Of Contents

Introduction 1
I Foundations 15
1 The Classic Capital Asset Pricing Model 17
2 Arbitrage, Equilibrium, and Pricing 69
3 Infinite Horizon Economics 107
4 Continuous Time Models 157
5 Information, Security Design, and Financial Contracting 261
6 Taking Models to Data 313
II Empirical Lessons and Market Inefficiencies 343
7 Neoclassical Kernels and Puzzles 345
8 Aggregate Fluctuations in Equity Markets 371
9 Macrofinance 441
10 Information and Other Market Frictions 563
III Asset Pricing and Reality 651
11 Options and Volatility 653
12 Engineering of Fixed Income Securities 759
13 Interest Rates 857
14 Risky Debt and Credit Derivatives 973
Index 1095

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