General Equilibrium Foundations of Finance

Name: General Equilibrium Foundations of Finance
SKU: 8962725
Price: 446.00 NZD
Availability: InStock

Structure of Incomplete Markets Models

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Format:

Paperback / softback

Series:

Theory and Decision Library C

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Description

The purpose of General Equilibrium Foundations of Finance is to give a sound economic foundation of finance based on the general equilibrium model with incomplete markets which embodies the famous CAPM as an important special case. This goal is achieved by giving reasonable restrictions on the agents' characteristics that lead to a well determined financial markets model having a unique competitive equilibrium. The innovation of this book is to transfer and to extend the theoretical results on the structure of competitive equilibria into the modern context of incomplete financial markets. General Equilibrium Foundations of Finance should be easily accessible by advanced Ph.D. students as well as by theorists of any subfield of mathematical economics. It should be interesting both for theorists who are looking for possible applications of rigorous theorizing as well as for practitioners who seek for a theoretical foundation of fruitful applications of financial markets' models.

Author Biography:

Thorsten Hens, Ph.D. University of Bonn, is professor for financial economics at the institute for empirical research in economics at the University of Zurich. He has held positions in Bielefeld, Paris and Stanford and is currently also an adjunct professor at the Finance Department of the Norwegian Business School, NHH, in Bergen. Beate Pilgrim, Ph.D. University of Bielefeld, is currently working for Reuters AG, Frankfurt.

Release date NZ

December 7th, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 2003

Illustrations

1 Illustrations, black and white; XXVII, 299 p. 1 illus.

Pages

299

Series

Theory and Decision Library C

Dimensions

156x234x17

ISBN-13

9781441953339

Product ID

8962725

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