Paramètres
- 496pages
- 18 heures de lecture
En savoir plus sur le livre
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.
Achat du livre
Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Langue
- Année de publication
- 1988
- Reliure
- (rigide),
- État du livre
- Abîmé
- Prix
- 10,75 €
Modes de paiement
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- Titre
- Studies in Financial Economics: Theory of Financial Decision Making
- Langue
- Anglais
- Auteurs
- Jonathan E. Ingersoll, Jr.
- Publié
- 1988
- Format
- rigide
- Pages
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Séries
- Mots clés
- Description
- 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.