TY  - GEN
AU  - Ingersoll,Jonathan E.
TI  - Theory of financial decision making
T2  - Rowman & Littlefield studies in financial economics
SN  - 9780847673599
AV  - HG173 .I54 1987
PY  - 1987///
CY  - Totowa, N.J.
PB  - Rowman & Littlefield
KW  - Finance
KW  - Mathematical models
KW  - Maliye
KW  - Matematiksel modeller
KW  - etuturkob
N1  - 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
ER  -