Alexandre C. Ziegler's Books

Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

By: Alexandre C. Ziegler

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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

By: Alexandre C. Ziegler

After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors' information need not increase their expected utility and the prices of risky assets. The impact of other factors is discussed in detail. It is also demonstrated that financial markets in general do not aggregate information efficiently, a fact that can explain the equity premium puzzle.

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Page Count

205

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540247556

ISBN 13

9783540247555

A Game Theory Analysis of Options

Corporate Finance and Financial Intermediation in Continuous Time

By: Alexandre C. Ziegler

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A Game Theory Analysis of Options

Corporate Finance and Financial Intermediation in Continuous Time

By: Alexandre C. Ziegler

Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin uous time models and the closed form valuation models for derivatives, Dr.

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Page Count

183

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540246908

ISBN 13

9783540246909

MR Spectroscopy of the Brain

By: Lara Alexandre Brandão,Romeu Cortes Domingues

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MR Spectroscopy of the Brain

By: Lara Alexandre Brandão,Romeu Cortes Domingues

This volume is a practical guide to the technique and most frequent clinical applications of magnetic resonance spectroscopy (MRS) of the brain. Using more than 500 images, the authors present the fundamentals of MRS in a straightforward fashion and show radiologists and neurologists how to recognize normal and disease processes on scans. The book presents the spectra of the most common neurological disease entities, along with the conventional images and perfusion and diffusion where appropriate. The authors thoroughly describe the pathology and key MRS features of each disease process. Each chapter ends with a quick-reference summary of the main findings.

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Page Count

426

Publisher

Lippincott Williams & Wilkins

Published Date

ISBN 10

0781746167

ISBN 13

9780781746168

Book's by Alexandre C. Ziegler

Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

A Game Theory Analysis of Options

A Game Theory Analysis of Options

MR Spectroscopy of the Brain

MR Spectroscopy of the Brain

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