Finance /

• Other Authors: Jarrow, Robert A., Maksimovic, Vojislav, 1955-, Ziemba, W. T.
• Format: eBook
• Language: English
• Published: Amsterdam ; New York : Elsevier, 1995.
• Series: Handbooks in operations research and management science ; v. 9.
• Subjects: Finance.; Finances.; Finances > Modèles mathématiques.; Marché financier.; Marché financier > Modèles mathématiques.; Sociétés > Finances.; Sociétés > Finances > Modèles mathématiques.; Entreprises > Finances.; Entreprises > Finances > Modèles mathématiques.; Financiering.; Financieel management.; Kapitaalmarkt.; Unternehmen; Kapitalmarkt; Finanzierung; Finanças das empresas.; Prise de décision.; Aufsatzsammlung.; Electronic books.

Table of Contents:

• Ch. 1. Portfolio Theory / G.M. Constantinides and A.G. Malliaris
• Ch. 2. Finite State Securities Market Models and Arbitrage / V. Naik
• Ch. 3. Capital Growth Theory / N.H. Hakansson and W.T. Ziemba
• Ch. 4. The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / G. Connor and R.A. Korajczyk
• Ch. 5. Theory and Empirical Testing of Asset Pricing Models / W.E. Ferson
• Ch. 6. International Portfolio Choice and Asset Pricing: An Integrative Survey / R.M. Stulz
• Ch. 7. A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / P.P. Carr and R.A. Jarrow
• Ch. 8. Pricing Interest Rate Options / R. Jarrow
• Ch. 9. Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / T.A. Marsh
• Ch. 10. Program Trading and Stock Index Arbitrage / L. Canina and S. Figlewski
• Ch. 11. Mortgage Backed Securities / W.N. Torous.