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Theory of Financial Decision Making - Hardcover

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9780847673599: Theory of Financial Decision Making

Synopsis

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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  • PublisherRowman & Littlefield Publishers
  • Publication date1987
  • ISBN 10 0847673596
  • ISBN 13 9780847673599
  • BindingHardcover
  • LanguageEnglish
  • Edition number1
  • Number of pages496
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    • 4.50 out of 5 stars
      6 ratings by Goodreads

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Ingersoll, Jonathan E.
Published by Rowman & Littlefield Publishers, 1987
ISBN 10: 0847673596 ISBN 13: 9780847673599
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Ingersoll, Jonathan E.
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ISBN 10: 0847673596 ISBN 13: 9780847673599
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Published by Rowman & Littlefield Publishers, 1987
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Ingersoll, Jonathan E.
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