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.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.

Title | : | Theory of Financial Decision Making |

Author | : | Jonathan E. Ingersoll |

Publisher | : | Rowman & Littlefield - 1987-01-01 |

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