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Theory of financial decision making / Jonathan E. Ingersoll.

By: Ingersoll, Jonathan EMaterial type: TextTextLanguage: English Series: Rowman & Littlefield studies in financial economicsPublication details: Totowa, New York : Rowman & Littlefield, 1987. Description: xix, 474 p. : ill. ; 25 cmISBN: 0847673596; 9780847673599Subject(s): Finance -- Mathematical modelsDDC classification: 332.60724 LOC classification: HG173 | .I54 1987Online resources: WorldCat details | E-book fulltext
Contents:
TOC 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.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode Item holds
E-Book E-Book Dr. S. R. Lasker Library, EWU
E-book 		Non-fiction 332.60724 INT 1987 (Browse shelf(Opens below)) Not for loan
Text Text Dr. S. R. Lasker Library, EWU
Reserve Section 		Non-fiction 332.60724 INT 1987 (Browse shelf(Opens below)) C-1 Not For Loan 27443
Text Text Dr. S. R. Lasker Library, EWU
Circulation Section 		Non-fiction 332.60724 INT 1987 (Browse shelf(Opens below)) C-2 Available 28163
Total holds: 0

Online version:
Ingersoll, Jonathan E.
Theory of financial decision making.
Totowa, N.J. : Rowman & Littlefield, 1987
(OCoLC)645903123

Includes bibliographical references and index.

TOC 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.

AS

Saifun Momota

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