INDICE:List of figures; List of tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims; 2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT; 5. Consumption and saving; Part II. Recursive Models: 6. Dynamic programming; 7. Intertemporal risk sharing; 8. Consumption and asset pricing; 9. Nonseparable preferences; 10. Economies with production; 11. Investment; 12. Business cycles; Part III. Monetary and International Models: 13.Models with money; 14. International models; Part IV. Models with Market Incompleteness: 15. Asset pricing with frictions; 16. Borrowing constraints; 17. Overlapping generations models; Part V. Supplementary Material: A. Mathematicalappendix; References; Index.
- ISBN: 978-0-521-69914-3
- Editorial: Cambridge University Press
- Encuadernacion: Rústica
- Páginas: 584
- Fecha Publicación: 01/09/2008
- Nº Volúmenes: 1
- Idioma: Inglés