Product Information
This is a volume discussing a wide range of topics encountered in Financial decision-making. 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, Modigilani-Miller and the capital structure of the firm, interest rates and the term structure and others.Product Identifiers
PublisherRowman & Littlefield
ISBN-139780847673599
eBay Product ID (ePID)88414163
Product Key Features
Number of Pages496 Pages
LanguageEnglish
Publication NameTheory of Financial Decision Making
Publication Year1987
SubjectEconomics
TypeTextbook
AuthorJonathan E. Ingersoll
SeriesRowman and Littlefield Studies in Financial Economics
Dimensions
Item Height247 mm
Item Weight862 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorJonathan E. Ingersoll