000 01741 a2200289 4500
001 200046008
999 _c200046008
_d32877
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005 20240912110712.0
008 121122s1987 nju 001 0
020 _a9780847673599
020 _a0847673596
040 _aDLC
_cDLC
_dTR-AnTOB
041 _aeng
050 0 0 _aHG173
_b.I54 1987
090 _aHG173 .I54 1987
100 1 _aIngersoll, Jonathan E.
_985598
245 1 0 _aTheory of financial decision making /
_cJonathan E. Ingersoll, Jr.
264 1 _aTotowa, N.J. :
_bRowman & Littlefield,
_c1987.
300 _axix, 474 p. :
_bill. ;
_c25 cm.
490 0 _aRowman & Littlefield studies in financial economics
504 _aIncludes Bibliographical references (p. 449-463) and index.
505 _aI.Utility theory -- II.Arbitrage and pricing: the basics -- III.The portfolio problem -- IV.Mean-variance portfolio analysis -- V.Generalized risk, portfolio selection and asset pricing -- VI.Portfolio separation theorems -- VII.The linear factor model: Arbitrage pricing theory -- VIII.Equilibrium models with complete markets -- IX.General equilibrium considerations in asset pricing -- X.Intertemporal models in finance -- XI.Discrete-time intertemporal portfolio selection -- XII.An introduction to the distributions of continuous-time finance -- XIII.Continuous-time portfolio selection -- XIV.The pricing of options -- XV.Review of multiperiod models -- XVI.An introduction to stochastic calculus -- XVII.Advanced topics in option pricing -- XVIII.The term structure of interest rates -- XIX.Pricing the capital structure of the firm
650 0 _aFinance
_xMathematical models
_94846
650 7 _aFinans
_xMatematiksel modeller
_2etuturkob
_921069
942 _cBK