Fabozzi / Zhou / Neave | Financial Economics | Buch | sack.de

Fabozzi / Zhou / Neave Financial Economics

1. Auflage 2011, 652 Seiten, Gebunden, Format (B × H): 197 mm x 241 mm, Gewicht: 1200 g
ISBN: 978-0-470-59620-3
Verlag: WILEY

Fabozzi / Zhou / Neave Financial Economics

Financial Economics, by Frank Fabozzi, Ted Neave, and Gaofu Zhou, presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text explores the theoretical framework for analyzing the decisions by individuals and managers of firms, an area which is coming to both financial economics and microeconomics. It also explores the interplay of these decisions on the prices of financial assets.

The authors provide rigorous coverage aimed at assisting the undergraduate and masters-level students to better understand the principles and practical application of financial economic theory. In addition, the book serves as a supplemental reference for doctoral students in economics and finance, as well as for practitioners who are interested in knowing more about the theory and intuition behind many coming practices in finance.

In short, the book focuses on economic principles and on putting these principles to work in the various fields of finance - financial management, investment management, risk management, and asset and derivatives pricing.

Weitere Infos & Material

1. Introduction.
2. Consumer Financial Decisions.
3. Creating Wealth by Investing in Productive Opportunities.
4. How Investors Value Firms.
5. Firm Financing Decisions in a Perfect Capital Market.
6. Firm Investment Decisions.
7. Financial Systems, Governance, and Organization.
8. Market, Intermediary, and Internal Governance.
9. The Microeconomic Foundations of Financial Economics.
10. Contingent Claims Analysis and Contingency Strategies.
11. Risk and Risk Management.
12. On Choosing Risk Measures.
13. Mean-Variance Portfolio Choice.
14. Capital Asset Pricing Model.
15. The APT and Factor Models.
16. General Principles of Asset Pricing.
17. Pricing Corporate Securities.
18. Pricing Derivatives by Arbitrage: Linear Payoff Derivatives.
19. Pricing Derivatives by Arbitrage: Nonlinear Payoff Derivatives.
20. Capital Market Imperfections and Financial Decision Criteria.
21. Impediments to Arbitrage.
22. When Capital Structure Decisions Matter.
23. Financing Decisions in Practice.
24. Financial Contracting and Deal Terms.
25. Capital Expenditure Plans in a Risky World.
26. Evaluating Project Risk in Capital Budgeting.
A. Deal Terms.
B. Corporate Debt Funding Instruments.
C. Investment Bankers and the Issuance of Securities.
D. Creditor Risk.
E. Financial Statements.
F. Financial Ratio Analysis.
G. Estimating Cash Flows of Capital Budgeting Projects.
H. Merger and Acquisition Strategies.
I. Conglomerates as a Means of Overcoming Capital Market Imperfections.
J. Lease financing in an Imperfect Capital Market.
K. Taylor expansion series.
L. Some Elementary concepts involving probability.
M. Continuous Probability Distributions.
N. Continuous versus simple interest.
O. Matrix Algebra.
P. Principal Component Analysis in Finance.

Fabozzi, Frank J.
Frank J. Fabozzi, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.

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