Articles liés à Theory of Financial Decision Making

Theory of Financial Decision Making - Couverture rigide

Ingersoll, Jonathan E.

 
9780847673599: Theory of Financial Decision Making
Couverture rigide
ISBN 10 : 0847673596 ISBN 13 : 9780847673599
Editeur : Rowman & Littlefield, 1987

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Rowman & Littlefield
Date d'édition
1987
Langue
anglais
ISBN 10 
0847673596
ISBN 13 
9780847673599
Reliure
Relié
Nombre de pages
496
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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