Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.

Contributor(s): Jarrow, Robert A | Maksimovic, Vojislav, 1955- | Ziemba, W. T
Material type: TextTextSeries: Handbooks in operations research and management science: v. 9.Publisher: Amsterdam ; New York : Elsevier, 1995Description: 1 online resource (xxix, 1165 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9780444890849; 044489084XSubject(s): Finance | Finances | Finances -- Modèles mathématiques | Marché financier | Marché financier -- Modèles mathématiques | Sociétés -- Finances | Sociétés -- Finances -- Modèles mathématiques | Entreprises -- Finances | Entreprises -- Finances -- Modèles mathématiques | Finance | Unternehmen | Kapitalmarkt | Finanzierung | Financiering | Financieel management | Kapitaalmarkt | Finanças das empresas | Finances | Prise de décision | Marché financier | operationeel onderzoek | operations research | bedrijfsvoering | management | finance | aandelen | stocks (financial) | risico | risk | kapitaal | capital | krediet | credit | bedrijfswetenschap | management science | financieel beheer | financial management | Operations Research | Operationeel onderzoekGenre/Form: Aufsatzsammlung. | Electronic books. Additional physical formats: Print version:: Finance.DDC classification: 332 LOC classification: HG173 | .F4873 1995Online resources: Click here to access online
Contents:
Portfolio Theory / G.M. Constantinides and A.G. Malliaris -- Finite State Securities Market Models and Arbitrage / V. Naik -- Capital Growth Theory / N.H. Hakansson and W.T. Ziemba -- The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / G. Connor and R.A. Korajczyk -- Theory and Empirical Testing of Asset Pricing Models / W.E. Ferson -- International Portfolio Choice and Asset Pricing: An Integrative Survey / R.M. Stulz -- A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / P.P. Carr and R.A. Jarrow -- Pricing Interest Rate Options / R. Jarrow -- Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / T.A. Marsh -- Program Trading and Stock Index Arbitrage / L. Canina and S. Figlewski -- Mortgage Backed Securities / W.N. Torous.
Production Credits: On cover: Institute for Operations Research and the Management Sciences.
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Intended for masters and PhD students--Preface.

Includes bibliographical references and index.

On cover: Institute for Operations Research and the Management Sciences.

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.

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