A01=Jonathan E. Ingersoll
Author_Jonathan E. Ingersoll
Category=KF
Category=KJMD
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Product details
- ISBN 9780847673599
- Weight: 862g
- Dimensions: 168 x 247mm
- Publication Date: 01 Jun 1987
- Publisher: Bloomsbury Publishing Plc
- Publication City/Country: US
- Product Form: Hardback
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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.
