MARCELO BIANCONI
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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.
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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