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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Business & management Management & management techniques

• Pełny tytuł: Theory of Financial Decision Making
• Autor: Jonathon E. Ingersoll
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 496
• EAN: 9780847673599
• ISBN: 0847673596
• ID: 04942704
• Wydawca: Rowman & Littlefield
• Waga: 946 g
• Wymiary: 235 × 163 × 39 mm
• Data wydania: 01. June 1987

Ulubione w innej kategorii

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