Description |
1 online resource (xi, 131 pages) : illustrations |
Series |
Routledge international studies in money and banking ; 7 |
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Routledge international studies in money and banking ; 7.
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Contents |
Portfolio behaviour and asset pricing in a characteristics framework / David Blake -- Financial intermediation and financial innovation in a characteristics framework / David Blake -- A characteristics definition of financial markets / Shelagh A. Heffernan -- The computation of interest equivalences for the nonprice characteristics of bank products / Shelagh A. Heffernan -- A characteristics analysis of financial innovations in short-term retail financial products / Meghnad Desai and William Low |
Summary |
Since the 1980s, the characteristics model in economics has been applied to the field of finance, and offers a fresh perspective for understanding financial behaviour. This book brings together some of the latest research by leading exponents of the characteristics model and its application to finance |
Bibliography |
Includes bibliographical references and index |
Notes |
Print version record |
Subject |
Finance -- Mathematical models.
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Economics.
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Economics
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economics.
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BUSINESS & ECONOMICS -- Finance.
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Economics
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Finance -- Mathematical models
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Form |
Electronic book
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Author |
Blake, David, 1954-
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ISBN |
9780203461143 |
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0203461142 |
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9780415212908 |
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0415212901 |
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