贝利所著《金融市场经济学》中将给与资本市场一个全面的简述,适用于金融经济中的高年级本科生和研究生,在简述了金融市场的微观结构和股票市场价格的随机性之后,紧接着挖掘了不确定性经济是如何应用于金融决策市场的,重点强调蕴含于金融市场的经济原理。
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