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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 Number | Location | Available |
|---|---|---|
| 332.60724 ING t | PSB lt.1 - B. Penunjang | 2 |
| 332.60724 ING t | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | Totowa: Rowman Littlefield 1987 |
|---|---|
| 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 | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |