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 | Ebook (Epub & Mobi) |
| Edition | 1st |
| Extent | 496 |
| ISBN | 9781461646167 |
| Imprint | Rowman & Littlefield Publishers |
| Series | Rowman and Littlefield Studies in Financial Economics |
| Publisher | Bloomsbury Publishing |
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