Theory of Financial Decision Making

  • Textbook
Theory of Financial Decision Making cover

Theory of Financial Decision Making

  • Textbook
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Description

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.

Product details

Published 01 Jun 1987
Format Hardback
Edition 1st
Extent 496
ISBN 9780847673599
Imprint Rowman & Littlefield Publishers
Dimensions 247 x 168 mm
Series Rowman and Littlefield Studies in Financial Economics
Publisher Bloomsbury Publishing

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