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Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.
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Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Taal
- Jaar van publicatie
- 1988
- Bindwijze
- (Hardcover),
- Staat van het boek
- Beschadigd
- Prijs
- € 10,75
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- Titel
- Studies in Financial Economics: Theory of Financial Decision Making
- Taal
- Engels
- Auteurs
- Jonathan E. Ingersoll, Jr.
- Uitgever
- Rowman & Littlefield Publishers
- Jaar van publicatie
- 1988
- Formaat
- Hardcover
- Aantal pagina's
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Reeks
- Tags
- Aantekening
- Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.