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Theory of Financial Decisions
Jonathon E. Ingersoll
€ 190.13
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Description for Theory of Financial Decisions
Hardback. This is a volume discussing a wide range of topics encountered in financial decision-making. Based on courses developed by the author over several years, the book provides access to a broad area of research that is not available in separate articles or books of readings. Series: Rowman and Littlefield Studies in Financial Economics. Num Pages: 496 pages, black & white illustrations. BIC Classification: KF; KJMD. Category: (G) General (US: Trade). Dimension: 235 x 163 x 39. Weight in Grams: 942.
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.
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.
Product Details
Format
Hardback
Publication date
1987
Publisher
Rowman & Littlefield United States
Number of pages
496
Condition
New
Series
Rowman and Littlefield Studies in Financial Economics
Number of Pages
496
Place of Publication
Lanham, MD, United States
ISBN
9780847673599
SKU
V9780847673599
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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