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About this product
- DescriptionThis book is intended as a textbook for Ph.D. students in finance and as a reference book for academics. It is written at an introductory level but includes detailed proofs and calculations as section appendices. It covers the classical results on single-period, discrete-time, and continuous-time models. It also treats various proposed explanations for the equity premium and risk-free rate puzzles: persistent heterogeneous idiosyncratic risks, internal habits, external habits, and recursive utility. Most of the book assumes rational behavior, but two topics important for behavioral finance are covered: heterogeneous beliefs and n-expected-utility preferences. There are also chapters on asymmetric information and production models. The book includes numerous exercises designed to provide practice with the concepts and also to introduce additional results. Each chapter concludes with a tes and references section that supplies references to additional developments in the field.
- Author BiographyKerry Back is a co-editor of Finance & Stochastics, an associate editor of the Journal of Finance, and a former editor of the Review of Financial Studies. He has received various research and teaching awards, including a Batterymarch Fellowship, and is the author of A Course in Derivative Securities: Introduction to Theory and Computation (Springer) as well as numerous journal articles in finance, economics, and mathematics.
- Author(s)Kerry Back
- PublisherOxford University Press Inc
- Date of Publication30/09/2010
- SubjectBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleFinancial Management Association Survey & Synthesis Series
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintOxford University Press Inc
- Content Note10 line drawings
- Weight840 g
- Width164 mm
- Height236 mm
- Spine30 mm
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