金融市场经济学

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广东广州

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作者(英)贝利

出版社世界图书出版公司

ISBN9787510078590

出版时间2014-09

装帧其他

开本其他

定价99元

货号3061175

上书时间2024-06-15

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商品描述: 目录
Contents
List of Figures
Preface
1  Asset markets and asset prices
2  Asset market microstructure
3  Predictability of prices and market efficiency
4  Decision making under uncertainty
5  Portfolio selection: the mean-variance model
6  The capital asset pricing model
7  Arbitrage
8  Factor models and the arbitrage pricing theory
9  Empirical appraisal of the CAPM and APT
10  Present value relationships and price variability
11  Intertemporal choice and the equity premium puzzle
12  Bond markets and fixed-interest securities
13  Term structure of interest rates
14  Futures markets Ⅰ: fundamentals
15  Futures markets Ⅱ: speculation and hedging
16  Futures markets Ⅲ: applications
17  Swap contracts and swap markets
18  Options markets Ⅰ: fundamentals
19  Options markets Ⅱ: price determination
20  Options markets Ⅲ: applications

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