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.

Book Information
ISBN 9780847673599
Author Jonathan E. Ingersoll
Format Hardback
Page Count 496
Imprint Rowman & Littlefield
Publisher Rowman & Littlefield
Weight(grams) 862g
Dimensions(mm) 247mm * 168mm * 40mm