Product Description: Dealer banks--that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Goldman Sachs--are of a size and complexity that sharply distinguish them from typical commercial banks. When they fail, as we saw in the global financial crisis, they pose significant risks to our financial system and the world economy...read more

The Description for this book, Dynamic Asset Pricing Theory, will be forthcoming.

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Product Description: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory...read more

Product Description: Duffie surveys the structure, uses, and strategies of the modern futures markets. He explores financial decision-making procedures--pointing out techniques for hedging with futures--and gives readers a wealth of proven, up-to-date methods for calculating risk-minimizing hedging positions...read more

Product Description: This is an introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive setting. (view table of contents, read Amazon.com's description)