Last edited by ImportBot. September 11, History. An edition of Theory of financial decision making Written in English — pages. Subjects Finance , Mathematical models. Libraries near you: WorldCat. Theory of financial decision making First published in Subjects Finance , Mathematical models.
Edition Notes Bibliography: p. Includes index. Classifications Dewey Decimal Class I54 The Physical Object Pagination xix, p. Community Reviews 0 Feedback? Lists containing this Book. Loading Related Books. September 11, Edited by ImportBot. November 17, July 31, Edited by IdentifierBot.
April 16, Details if other :. Thanks for telling us about the problem. Return to Book Page. 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, com 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.
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