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Theory of financial decision making

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

Ketersediaan

Call NumberLocationAvailable
332.60724 ING tPSB lt.1 - B. Penunjang2
332.60724 ING tPSB lt.dasar - Pascasarjana1
Penerbit Totowa Rowman Littlefield.,
Edisi -
Subjek Risk
Mathematical models
Capital
Finance
Utility
Consumer demand
Arbitrage and pricing
Portfolio
Efficient market
asset pricing model
Portfolio selection
Asset pricing
Linier factor models
Equilibrium
Distributions
Stochastic calculus
ISBN/ISSN 0847673596
Klasifikasi NONE
Deskripsi Fisik xix, 474 p. ; 24 cm.
Info Detail Spesifik -
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