Theory of Financial Decision Making

By Jonathan E. Ingersoll

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 0847673596
• ISBN13: 9780847673599
• Release Date: June 1987
• Publisher: Rowman & Littlefield Publishers
• Length: 496 Pages
• Weight: 2.39 lbs.
• Dimensions: 1.6" x 6.0" x 9.1"