Theory of Financial Decision Making
Jonathan E. Ingersoll
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.
カテゴリー:
年:
1987
出版社:
Rowman & Littlefield
言語:
english
ページ:
248
ISBN 10:
0847673596
ISBN 13:
9780847673599
シリーズ:
Rowman & Littlefield studies in financial economics
ファイル:
PDF, 104.78 MB
IPFS:
,
english, 1987