微观金融学及其数学基础1.pdf

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1、目录导言：金融、金融学、微观金融学和金融数学...................................................................11金融...............................................................................................................................12金融学..............................................

2、.............................................................................33微观金融学...................................................................................................................94金融数学..................................................................

3、...................................................15第一部分微观金融学第1章投资者行为I：资产选择....................................................................................191.1个人决策准则....................................................................................................

4、......221.1.1确定性环境：选择与偏好.........................................................................221.1.2效用函数和效用最大化.............................................................................261.1.3不确定环境：期望效用理论.............................................................

5、........291.1.4风险态度及其测量.....................................................................................371.2均值-方差分析.........................................................................................................451.2.1效用基础...................................

6、..................................................................461.2.2均方分析.....................................................................................................491.2.3一般情形..................................................................................

7、...................531.2.4均方效率资产组合的特征.........................................................................581.2.5加入一种无风险资产.................................................................................621.3资本资产定价模型...................................................

8、...............................................651.3.1基础模型.............................................