Books
MARCELO BIANCONI


The outline of my book manuscript entitled:

FINANCIAL ECONOMICS, RISK AND INFORMATION: AN INTRODUCTION TO METHODS AND MODELS

is below. The book is published by World Scientific Publishing Co.; also available at Amazon.com.

Answers to the problems, questions and some corrections to the first printing are posted here.

You may contact me by email for further information: marcelo.bianconi@tufts.edu


FINANCIAL ECONOMICS, RISK AND INFORMATION: AN INTRODUCTION TO METHODS AND MODELS
By Marcelo Bianconi

This book is copyright © Marcelo Bianconi 2001, 2002, 2003.
First version July 14, 1998; final version, May 2, 2003.

_______________________________________________

Foreword, Contents

Introduction

1. Basic Mathematical Tools

2. Mean-Variance Approach to Financial Decision-Making

3. Expected Utility Approach to Financial Decision-Making; Appendix: Mean-Variance Analysis with Expected Utility based on Normal Distribution of Payoffs; Non-additive Probabilities

4. Introduction to Systems of Financial Markets

5. Contracts, Contract Design, and Static Principal-Agent Relationships

6. Non-convexities and Lotteries in General Equilibrium

7. Dynamics I: Discrete Time

8. Dynamics II: Continuous Time

Index


Mailing Address:

Marcelo Bianconi
Associate Professor of Economics
111 Braker Hall, Department of Economics
Tufts University
Medford, MA 02155
USA
Ph 617-627-2677
Fax 617-627-3917,
Home Page: http://www.tufts.edu/~mbiancon
E-Mail: MARCELO.BIANCONI@Tufts.Edu