Bianconi, Marcelo,

Financial economics, risk and information : an introduction to methods and models / Marcelo Bianconi. - xiv, 523 pages : illustrations ; 23 cm

Includes bibliographical references and index.

Basic Mathematical Tools -- Mean-Variance Approach to Financial Decision-Making -- Expected Utility Approach to Financial Decision-Making -- Introduction to Systems of Financial Markets -- Contracts, Contract Design, and Static Agency Relationships -- Non-convexities and Lotteries in General Equilibrium -- Dynamics I: Discrete Time -- Dynamics II: Continuous Time. 1. 2. 3. 4. 5. 6. 7. 8.

9812385029 9789812385024 9812385010 9789812385017


Finance--Mathematical models.
Risk.
Information theory in finance

HG106 / .B53 2003

332.0151