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Dynamics I: Discrete Time

In: Financial Economics, Risk And Information An Introduction to Methods and Models

Author

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  • Marcelo Bianconi

    (Tufts University, USA)

Abstract

The following sections are included:Time and MarketsIntroduction to Financial ContractsSummary IGeneral Equilibrium and Asset Pricing under Uncertainty with Complete MarketsGeneral Equilibrium under Uncertainty: Two Equivalent ApproachesPricing Contingent Claims in the Two-Period Economy with Complete MarketsIntroduction to the Multi-Period EconomyConditional and Transitional Probabilities, Markov Processes, and Conditional MomentsThe Multi-Period Economy AgainAsset Prices in an Infinite Horizon Exchange EconomyExcess ReturnsSummary IIStochastic Monetary TheoryFisher Equation and RiskSummary IIIThe Financial Problem of the Firm in General EquilibriumSummary IVPrivate Information, Stochastic Growth and Asset PricesRecursive Contracts, General Equilibrium and Asset PricesGrowth and Asset Prices with Alternative ArrangementsSummary VRisk Aversion, Intertemporal Substitution and Asset ReturnsSummary VIProblemsNotes on the LiteratureReferences

Suggested Citation

  • Marcelo Bianconi, 2003. "Dynamics I: Discrete Time," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 7, pages 332-451, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812775399_0007
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