| Description |
xix, 474 pages : illustrations ; 25 cm. |
| Series |
Rowman & Littlefield studies in financial economics
|
|
Rowman & Littlefield studies in financial economics.
|
| Bibliography |
Bibliography: pages 449-463. |
| Note |
Includes index. |
| Contents |
Mathematical introduction -- Utility theory -- Arbitrage and pricing: the basics -- The portfolio problem -- Mean-variance portfolio analysis -- Generalized risk, portfolio selection, and asset pricing -- Portfolio separation theorems -- The linear factor model: arbitrage pricing theory -- Equilibrium models with complete markets -- General equilibrium considerations in asset pricing -- Intertemporal models in finance -- Discrete-time intertemporal portfolio selection -- An introduction to the distributions of continuous-time finance -- Continuous-time portfolio selection -- The pricing of options -- Review of multiperiod models -- An introduction to stochastic calculus -- Advanced topics in option pricing -- The term structure of interest rates -- Pricing the capital structure of the firm. |
| Subject |
Finance -- Mathematical models.
|
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Finance -- Mathematical models. |
|
Financas. |
|
Finances -- Modèles mathématiques. |
| ISBN |
0847673596 : $39.50 (est.) |
|
