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Theory of financial decision making / Jonathan E. Ingersoll, Jr.

By: Ingersoll, Jonathan E.
Series: Rowman & Littlefield studies in financial economics.Publisher: Totowa, N.J. : Rowman & Littlefield, 1987Description: xix, 474 p. : ill. ; 25 cm.ISBN: 9780847673599; 0847673596.Subject(s): Finance -- Mathematical models | Finans -- Matematiksel metodlar
Contents:
I.Utility theory -- II.Arbitrage and pricing: the basics -- III.The portfolio problem -- IV.Mean-variance portfolio analysis -- V.Generalized risk, portfolio selection and asset pricing -- VI.Portfolio separation theorems -- VII.The linear factor model: Arbitrage pricing theory -- VIII.Equilibrium models with complete markets -- IX.General equilibrium considerations in asset pricing -- X.Intertemporal models in finance -- XI.Discrete-time intertemporal portfolio selection -- XII.An introduction to the distributions of continuous-time finance -- XIII.Continuous-time portfolio selection -- XIV.The pricing of options -- XV.Review of multiperiod models -- XVI.An introduction to stochastic calculus -- XVII.Advanced topics in option pricing -- XVIII.The term structure of interest rates -- XIX.Pricing the capital structure of the firm
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Item type Current location Call number Vol info Copy number Status Date due Barcode
Book Book Merkez Kütüphane
Genel Koleksiyon / Main Collection
HG173 .I54 1987 (Browse shelf) 1 1 Available 0040792

Includes Bibliographical references (p. 449-463) and index.

I.Utility theory -- II.Arbitrage and pricing: the basics -- III.The portfolio problem -- IV.Mean-variance portfolio analysis -- V.Generalized risk, portfolio selection and asset pricing -- VI.Portfolio separation theorems -- VII.The linear factor model: Arbitrage pricing theory -- VIII.Equilibrium models with complete markets -- IX.General equilibrium considerations in asset pricing -- X.Intertemporal models in finance -- XI.Discrete-time intertemporal portfolio selection -- XII.An introduction to the distributions of continuous-time finance -- XIII.Continuous-time portfolio selection -- XIV.The pricing of options -- XV.Review of multiperiod models -- XVI.An introduction to stochastic calculus -- XVII.Advanced topics in option pricing -- XVIII.The term structure of interest rates -- XIX.Pricing the capital structure of the firm

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