Parametri
- 496pagine
- 18 ore di lettura
Maggiori informazioni sul libro
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.
Acquisto del libro
Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Lingua
- Pubblicato
- 1988
- Rilegatura
- (Copertina rigida),
- Condizioni del libro
- Danneggiato
- Prezzo
- 10,75 €
Metodi di pagamento
Ancora nessuna valutazione.
- Titolo
- Studies in Financial Economics: Theory of Financial Decision Making
- Lingua
- Inglese
- Pubblicato
- 1988
- Formato
- Copertina rigida
- Pagine
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Serie
- Tag
- Descrizione
- 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.