内容

目次

Preface; 1. Asset markets and asset prices; 2. Asset marketmicrostructure; 3. Predictability of prices and market efficiency; 4.Decision making under uncertainty; 5. Portfolio selection: the mean-variancemodel; 6. The capital asset pricing model, CAPM; 7. Arbitrage; 8. Factormodels and arbitrage pricing theory, APT; 9. Empirical appraisal of the CAPM;10. Present value relationships and price variability; 11. Intertemporalchoice and equity premium puzzle; 12. Bond markets and fixed-interestsecurities; 13. Term structure and interest rates; 14. Futures markets -fundamentals; 15. Futures markets - speculation and hedging; 16. Futuresmarkets - applications; 17. Swap contracts and swap markets; 18. Optionsmarkets: fundamentals; 19. Options markets - price determination; 20. Optionsmarkets - applications.