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capital market equilibria (in English)
G. Bamberg
(Contributions by)
·
Günter Bamberg
(Illustrated by)
·
M. Brennan
(Contributions by)
·
Springer
· Paperback
capital market equilibria (in English) - Bamberg, G. ; Bamberg, Günter ; Brennan, M.
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Synopsis "capital market equilibria (in English)"
Both introductory surveys and results of individual research on a selection of six issues of modern finance form the content of this volume: - The Hybrid Model and Related Approaches to Capital Market Equilibria - Portfolio Decisions and Capital Market Equilibria under Incom- plete Information (by Volker Firchau) - Option Valuation: Theory and Empirical Evidence (by Robert Geske and Siegfried Trautmann) - The Value of Security Agreements (by Bernd Rudolph) - Asset Pricing in a Small Economy: A Test of the Omitted Assets Model (by Eduardo S. Schwartz and Michael J. Brennan) - The Simple Analytics of Arbitrage. The main idea was to help students in their work and to provide material for seminars. The book originated from a cooperation between the authors coming from the USA, Canada, and West Germany. Support was granted by the Allianz Lebensversicherung Stuttgart, the Badenia Bausparkasse Karlsruhe, the Landeszentralbank in Baden-Wurttemberg, and the Stifterverband fUr die Deutsche Wirtschaft. Finally, we want to express our thanks to Birgit Emmrich for her help during the different stages of manuscript preparation, and, last but not least, to Werner A. Muller from the Springer-Verlag for the readiness to publish our volume.
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The book is written in English.
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