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finance (2e édition)From PEARSON EDUCATION
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French language 558 page soft cover 1999 second edition.
- Sales Rank: #9449891 in Books
- Format: Import
- Original language: French
- Dimensions: 7.48" h x 1.38" w x 9.45" l,
- Binding: Paperback
Most helpful customer reviews
0 of 0 people found the following review helpful.
This book is like new. Very satisfied with the
By YH
As described. This book is like new. Very satisfied with the purchase
0 of 0 people found the following review helpful.
The best place to start
By J. Rogelio
I think this book is the best place to introduce finance to students. It has plenty insght from accounting to math. It has no rigour but it is okay for the beginners. For those who have had two or more courses on finance could try elsewhere. I highly recomend it for the beginners.
32 of 37 people found the following review helpful.
Readable intro. to standard finance theory
By Professor Joseph L. McCauley
First: this book is certainly not worth [the price] ...I read the 1998 softcover 'preliminary edition' by Bodie and Merton, which I ordered and received from amazon.com in fall, 1999. Samuelson's name was not on the cover and at any rate should not cause the price of the book to increase... The current price makes the book unattractive. Now for my review of the softcover version:
This is a relatively well-written undergraduate-level text that can be read/understood without the need for classroom instruction. It is especially useful for self-study by ordinary people who know nothing at all about finance theory but are motivated to learn. The reader will find all of the main topics covered: cash flows, efficient market hypothesis, capital asset pricing model (CAPM), risk management, hedging, and options pricing at Black-Scholes (B-S) level of discussion. In the spirit of the simple level of the text, the B-S equation is applied but not derived (best derivation is still the second one, and the Black's original method starting from the CAPM, in the famous 1973 Black-Scholes paper). `Fat tails' (known and largely ignored since Mandelbrot, 1962) and non-risk-neutral hedges, the frontiers of modern finance theory, are not discussed. Throwing the traditional `financial-engineering' bone in the direction of fat tails, implied volatility is discussed because in practice fat tails can't any longer be ignored. All in all, the book is recommendable to physics grad. students who want to learn finance terminology along with the main (wrong) ideas believed by the finance theory community. As an example of the book's weaknesses, the authors assume that the vague, undefined notion of `fundamental value' makes sense, and that liquid markets are in some vague, undefined sense `efficient' although the notion of a relaxation time is never mentioned. Typical finance theorists' shortcomings aside, this book can profitably be read before (or at least parallel with) Hull and other harder texts on derivatives. Liars' Poker and Fiasco can also be read profitably in parallel with this book. No knowledge of neo-classical ('marginal utility') econ (as is excesively taught in Samuelson's standard text) is required, and is at any rate is useless for finance theory/practice.
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