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《Lecture Notes in Financial Economics 》

 by Antonio Mele.

The London School of Economics and Political Science.

January 2009

Preface

The present Lecture Notes in Financial Economics are based on my teaching notes for ad-
vanced undergraduate and graduate courses on financial economics, macroeconomic dynamics
and financial econometrics. These Lecture Notes are still too underground. The economic mo-
tivation and intuition are not always developed as deeply as they deserve, some derivations are
inelegant, and sometimes, the English is a bit informal. Moreover, I didn’t include yet material
on asset pricing with asymmetric information, monetary models of asset prices, and asset price
determination within overlapping generation models; or on more applied topics such as credit
risk - and their related derivatives. Finally, I need to include more extensive surveys for each
topic I cover. I have been constantly revising these Lecture Notes for years, and I plan to revise
them again and again in the near future. Naturally, any comments on this version are more
than welcome.

wesker1999  金钱 +100  奖励 2009-3-16 7:57:06