Pioneers of Financial Economics: Twentieth-century contributions
This second and final book in the exploration of the pioneers of financial economics examines the development of the discipline during the twentieth century. Specially commissioned essays discuss scholars from the early part of the century to the Nobel Prize winners of the last decade including: Irving Fisher, Frederick Macaulay, Harry Markowitz and Fischer Black. Discussions of less familiar, though no less important, historical figures are also included.The essays situate the emergence of modern financial economics - commonly referred to as modern finance - within the broader context of the intellectual development of economic science. The book begins by exploring contributions from the early part of the century. Succeeding chapters present the views of modern finance insiders and consider alternative perspectives, with sociological interpretations of the rise of modern financial economics. An outstanding volume of original analysis, Pioneers of Financial Economics: Volume 2 is an essential reference source of seminal contributions on the history of financial economics.Students and scholars of finance, economics, sociology and intellectual history will find this comprehensive volume an invaluable addition to their library. The relatively non-technical nature of the book makes it accessible to professionals in the fields of finance and economics.
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A brief history of yield approximations
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academic actuarial American analysis annuity approximation arbitrage asset pricing model assumptions axiomatic behavioral finance Black and Scholes Black-Merton-Scholes Black-Scholes bonds capital asset pricing CAPM cash flows Chicago contributions corporate finance Cowles debt derivatives Durand economists efficient markets efficient markets hypothesis efficient markets theory empirical equation equilibrium equity expected return Fama Financial Analysts Journal financial markets firm Fischer Black fixed income formula funds Hawawini hedged portfolio Hicks intellectual interest rates investment investors Irving Fisher Jack Treynor Jarrow Jenks Journal of Finance Keynes liquidity Macaulay Macaulay duration market efficiency market prices Markowitz mathematical measure of risk Merton Miller modern financial economics Myron Scholes Nobel nomics old finance option pricing paper Portfolio Management predictability probability problem random walk rational Review rigor Samuelson scientific securities statistical stochastic stock market stock price theoretical Thorp tion trading Treynor trusts uncertainty University valuation volatility yield to maturity York