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| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; New York :
Elsevier,
1995.
|
| Colección: | Handbooks in operations research and management science ;
v. 9. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo Texto completo |
Tabla de Contenidos:
- 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.