Parametry
- 496 stránek
- 18 hodin čtení
Více o knize
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.
Nákup knihy
Studies in Financial Economics: Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.
- Jazyk
- Rok vydání
- 1988
- Vazba
- (pevná),
- Stav knihy
- Poškozená
- Cena
- 259 Kč
Doručení
Platební metody
Nikdo zatím neohodnotil.
- Titul
- Studies in Financial Economics: Theory of Financial Decision Making
- Jazyk
- anglicky
- Vydavatel
- Rowman & Littlefield Publishers
- Rok vydání
- 1988
- Vazba
- pevná
- Počet stran
- 496
- ISBN10
- 0847673596
- ISBN13
- 9780847673599
- Série
- Štítky
- Anotace
- 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.