Parameters
- 496 pages
- 18 hours of reading
More about the book
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.
Book purchase
Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Language
- Released
- 1988
- Binding
- (Hardcover),
- Book condition
- Damaged
- Price
- €10.75
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- Title
- Studies in Financial Economics: Theory of Financial Decision Making
- Language
- English
- Authors
- Jonathan E. Ingersoll, Jr.
- Publisher
- Rowman & Littlefield Publishers
- Released
- 1988
- Format
- Hardcover
- Pages
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Series
- Tags
- 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.