Theory Of Financial Decision Making
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Description
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 Otheinr
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