ECONOMIC FUNDAMENTALS OF FINANCIAL MARKETS

von Taub Bart

302 Seiten, Hardcover

Kurzbeschreibung des Verlags

This book develops the theory of interest rates for finance students, inclusive of risk considerations that are deeply relevant in their other finance courses that take account of modern macroeconomics and finance. The book starts with deterministic growth theory and the associated asset prices, then introduces stochastic elements, encompassing fundamental portfolio theory and the capital asset pricing model, and ends with tests of macroeconomic models using a state price approach. The entire book builds on tractable examples using a continuous time approach, enabling a unification of growth models with finance models.

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie
• ISBN: 9789819814961
• Sprache: Englisch
• Erscheinungsdatum: 19.06.2025
• Größe: 235 x 157 mm
• Verlag: World Scientific