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Theory of Financial Decision Making

Jonathan E Ingersoll author

Format:Hardback

Publisher:Rowman & Littlefield

Published:1st Jun '87

Currently unavailable, and unfortunately no date known when it will be back

Theory of Financial Decision Making cover

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.

ISBN: 9780847673599

Dimensions: 247mm x 168mm x 40mm

Weight: 862g

496 pages