Theory of financial decision making/ Jonathan E. Ingersoll, Jr.
Series: Rowman & Littlefield studies in financial economicsPublication details: Totowa, N.J.: Rowman & Littlefield, 1987.Description: xix, 474 p.: ill.; 25 cmISBN:- 0847673596 :
- 332.60724 I47t
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Books
|
Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.60724 I47t 1987 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000229164 |
Browsing Castorina shelves, Shelving location: Estantes Abertas (Open Shelves), Collection: Livros (Books) Close shelf browser (Hides shelf browser)
|
|
|
|
No cover image available No cover image available | No cover image available No cover image available | No cover image available No cover image available | ||
| 332.6 T125q 1996 IMPA Quantitative analysis for investment management/ | 332.6 T143f 2005 IMPA Fooled by randomness: the hidden role of chance in life and in the markets/ | 332.60285 D727 1993 IMPA The double auction market: institutions, theories, and evidence/ | 332.60724 I47t 1987 IMPA Theory of financial decision making/ | 332.62 A544i 2010 IMPA Interest rate modeling/ | 332.62 A544i 2010 IMPA Interest rate modeling/ | 332.62 A544i 2010 IMPA Interest rate modeling/ |
Includes index.
Bibliography: p. 449-463.
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 .
There are no comments on this title.