Theory of Financial Decision Making by Ingersoll, Jonathan E.

Theory of Financial Decision Making (Hardcover) (ISBN-13: 9780847673599)

Vendor: Jonathan E. Ingersoll
Product type: Books
Format: Hardcover
$168.00
$168.00
$168.00
Subtotal: $168.00
Theory of Financial Decision Making by Ingersoll, Jonathan E.

Theory of Financial Decision Making

$168.00
Theory of Financial Decision Making by Ingersoll, Jonathan E.

Theory of Financial Decision Making

$168.00
Format: Hardcover
Description
Description
x
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.

Author: Jonathan E. Ingersoll
ISBN-10: 0847673596
ISBN-13: 9780847673599
Publisher: Rowman & Littlefield Publishers
Language: English
Published: 06/01/1987
Pages: 496
Format: Hardcover
Weight: 2.00lbs
Size: 9.10h x 6.00w x 1.60d

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