Economic Fundamentals Of Financial Markets

Bart Taub (University Of Glasgow, Uk)

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Hardback

Forthcoming
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English

World Scientific Publishing Co Pte Ltd
20 July 2025

Econometrics; Economic statistics; Finance

Summary
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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.

By: Bart Taub (University Of Glasgow Uk)
Imprint: World Scientific Publishing Co Pte Ltd
Country of Publication: Singapore
ISBN: 9789819814961
ISBN 10: 9819814960
Pages: 300
Publication Date: 20 July 2025
Audience: College/higher education , Professional and scholarly , Primary , Undergraduate
Format: Hardback
Publisher's Status: Forthcoming