Theory of Financial Decision Making
Format:Hardback
Publisher:Rowman & Littlefield
Published:1st Jun '87
Currently unavailable, and unfortunately no date known when it will be back
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