Economic Fundamentals Of Financial Markets
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Black-Scholes Formula
Capital Asset Pricing Model
CAPM
Category=KCH
Category=KFF
Economic Growth
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Equity Premium Puzzle
Equity Pricing
Finance
Financial Markets
Firm Value
Interest Rate
Optimal Portfolio Management
Option Pricing
Portfolio Management
Risk Premium
Risk-free Rate Puzzle
Risk-Neutral Measure
Stochastic Control
Product details
- ISBN 9789819814961
- Publication Date: 18 Jul 2025
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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This book develops the theory of interest rates for finance students, inclusive of risk considerations that are deeply relevant in their other finance courses that take account of modern macroeconomics and finance. The book starts with deterministic growth theory and the associated asset prices, then introduces stochastic elements, encompassing fundamental portfolio theory and the capital asset pricing model, and ends with tests of macroeconomic models using a state price approach. The entire book builds on tractable examples using a continuous time approach, enabling a unification of growth models with finance models.
