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雷达卡
Cambridge University Press
Contents page ix
List of Figures xv
Preface xvii
1 Asset markets and asset prices 1
2 Asset market microstructure 33
3 Predictability of prices and market efficiency 56
4 Decision making under uncertainty 83
5 Portfolio selection: the mean-variance model 114
6The capital asset pricing model 143
7 Arbitrage 166
8 Factor models and the arbitrage pricing theory 183
9 Empirical appraisal of the CAPM and APT 200
10 Present value relationships and price variability 222
11 Intertemporal choice and the equity premium puzzle 250
12 Bond markets and fixed-interest securities 281
13 Term structure of interest rates 306
14 Futures markets I: fundamentals 336
15 Futures markets II: speculation and hedging 363
16Futures markets III: applications 393
17 Swap contracts and swap markets 417
18 Options markets I: fundamentals 438
19 Options markets II: price determination 467
20 Options markets III: applications 494
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