Economic Fundamentals Of Financial Markets

★★★★★ 4.9 21 reviews

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Management number 233657675 Release Date 2026/06/27 List Price $34.18 Model Number 233657675
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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. Read more

ISBN10 9819814960
ISBN13 978-9819814961
Language English
Publisher WSPC
Dimensions 6.24 x 0.87 x 9.24 inches
Item Weight 1.3 pounds
Print length 300 pages
Publication date June 9, 2025

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