Theory of Financial Decision Making
Material type:
TextSeries: Studies in Financial EconomicsPublication details: New Jersey : Rowman & Littlefield, 1987Description: xix, 474 pISBN: - 0847673596
| Item type | Current library | Call number | Status | Date due | Barcode |
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Libros
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Biblioteca Fac.Ciencias Económicas | PHL 336.01 ING (in) (Browse shelf(Opens below)) | Consulta en Sala | DEO-LIB-50894 |
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| PHL 336.01 GRE (in) Evaluation of Bank Holding Company Securities | PHL 336.01 HAU (in) Modern Investment Theory | PHL 336.01 HOR 2 (in) Financial Market Rates and Flows | PHL 336.01 ING (in) Theory of Financial Decision Making | PHL 336.01 INS (in) Insurance and Risk Theory | PHL 336.01 JAC 2 (in) Investments | PHL 336.01 LEV (in) Portfolio and Investment Selection : Theory and Practice |
List of Tables -- List of Figures -- Preface -- Glossary of Commonly Used Symbols -- Mathematical Introduction -- 1. Utility Theory -- 2. Arbitrage and Pricing: The Basics -- 3. The Portfolio Problem -- 4. Mean-Variance Portfolio Analysis -- 5. Generalized Risk, Portfolio Selection, and Asset Pricing -- 6. Portfolio Separation Theorems -- 7. The Linear Factor Model: Arbitrage Pricing Theory -- 8. Equilibrium Models with Complete Markets -- 9. General Equilibrium Considerations in Asset Pricing -- 10. Intertemporal Models in Finance -- 11. Discrete-Time Intertemporal Portfolio Selection -- 12. An Introduction to the Distributions of Continuous-Time Finance -- 13. Continuous-Time Portfolio Selection -- 14. The Pricing of Options -- 15. Review of Multiperiod Models -- 16. An Introduction to Stochastic Calculus -- 17. Advanced Topics in Option Pricing -- 18. The Term Structure of Interest Rates -- 19. Pricing the Capital Structure of the Firm -- Bibliography -- Index
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