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Theory of financial decision making / Jonathan E. Ingersoll, Jr.
LIBRA HG173 .I54 1987
Available from offsite location
- Format:
- Book
- Author/Creator:
- Ingersoll, Jonathan E.
- Series:
- Rowman & Littlefield studies in financial economics
- Rowman & Littlefield studies in financial economics.
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Physical Description:
- xix, 474 pages : illustrations ; 25 cm.
- Place of Publication:
- Totowa, N.J. : Rowman & Littlefield, 1987.
- Summary:
- 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.
- Notes:
- Includes index.
- Bibliography: pages 449-463.
- ISBN:
- 0847673596 :
- OCLC:
- 13157983
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