Theory of Financial Decision Making: 3 - Rilegato

Ingersoll, Jonathan E., Jr.

Rilegato

ISBN 10: 0847673596 ISBN 13: 9780847673599

Casa editrice: Rowman & Littlefield Pub Inc, 1987

Riassunto

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.

Su questo libro

Product Description:

Book by Ingersoll Jonathan E

Su questa edizione

• Editore: Rowman & Littlefield Pub Inc
• Data di pubblicazione: 1987
• ISBN 10: 0847673596
• ISBN 13: 9780847673599
• Rilegatura: Copertina rigida
• Numero di pagine: 498