Parameter
- 496 Seiten
- 18 Lesestunden
Mehr zum Buch
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.
Buchkauf
Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Sprache
- Erscheinungsdatum
- 1988
- Einband
- (Hardcover),
- Buchzustand
- Beschädigt
- Preis
- € 10,75
Keiner hat bisher bewertet.
- Titel
- Studies in Financial Economics: Theory of Financial Decision Making
- Sprache
- Englisch
- Autor*innen
- Jonathan E. Ingersoll, Jr.
- Erscheinungsdatum
- 1988
- Einband
- Hardcover
- Seitenzahl
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Reihe
- Schlagwörter
- Beschreibung
- 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.