Ingersoll, Jonathan E. <br/><br/>
Theory of financial decision making / 
Jonathan E. Ingersoll, Jr. 
 - xix, 474 p. :  ill. ;  25 cm. 
 - Rowman & Littlefield studies in financial economics .
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<br/><br/>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 
<br/><br/><label>ISBN: </label>9780847673599 0847673596 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models<br/>Maliye--Matematiksel modeller
<br/><br/><label>LC Class. No.: </label>HG173  / .I54 1987