Contents : Contents

Mathematical Introduction
1 - Utility theory
2 - Arbitrage and pricing : the basics
3 - The Portfolio problem
4 - Mean variance portfolio analysis
5 - Generalized risk, portfolio selection and asset pricing
6 - Portfolio separation theorems
7 - The linear factor model : arbitrage pricing theory
8 - Equilibrium models with complete markets
9 - General equilibrium considerations in asset pricing
10 - Intertemporal models in Finance
11 - Discrete-time intertemporal portfolio selection
12- An introduction to the distributions of continuous-time finance
13 - Continuous-time portfolio selection
14 - The pricing of options
15 - Review of multiperiod models
16 - An introduction to stochastic calculus
17 - Advanced topics in option pricing
18 - The term structure of interest rates
19 - Pricing the capital structure of the firm
Bibliography

Nbre volumes : 1

Language : English

Series : STUDIES IN FINANCIAL ECONOMICS

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque