| Description |
xix, 474 pages : illustrations ; 25 cm |
| Series |
Rowman & Littlefield studies in financial economics |
|
Rowman & Littlefield studies in financial economics.
|
| 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 |
| Notes |
Includes index |
| Bibliography |
Bibliography: pages 449-463 |
| Notes |
Also issued online |
| Subject |
Finance -- Mathematical models.
|
| LC no. |
86001907 |
| ISBN |
0847673596 |
|
