Theory of Financial Decision Making
MIA KARTS BOOKS
- Vendor: Mia Karts
Theory of Financial Decision Making
Book Details
- Author
- Jonathan E. Ingersoll
- Publisher
- Rowman & Littlefield Publishers
- Format
- Hardcover
- Language
- English
- Category
- Theory
- Condition
- New
- ISBN-13
- 9780847673599
- ISBN-10
- 0847673596
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ISBN: 0847673596
Author: Ingersoll, Jonathan E.
Condition: New
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.
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Theory of Financial Decision Making
