Theory of Financial Decision Making
Theory of Financial Decision Making (Hardcover)
R 4 267.00
Loot ยท checked Today
- Average
- R 4 267.00
- Lowest seen
- R 3 407.00
- Highest seen
- R 4 850.00
- Last change
- R 422.00
- First indexed
- 16 Aug 2024
- Vendor
- Loot
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.
