Theory of Financial Decision Making

Ingersoll, Jonathan E.

ISBN 10: 0847673596 / ISBN 13: 9780847673599

Published by Rowman & Littlefield Publishers (edition First Edition), 1987

The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way. Seller Inventory # 0847673596-7-1-13

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.

Bibliographic Details

Title: Theory of Financial Decision Making
Publisher: Rowman & Littlefield Publishers (edition First Edition)
Publication Date: 1987
Binding: Hardcover
Condition: Fair
Edition: First Edition.