Finance
Finance [electronic resource] /
edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.
- Amsterdam ; New York : Elsevier, 1995.
- 1 online resource (xxix, 1165 p.) : ill.
- Handbooks in operations research and management science ; v. 9 .
- Handbooks in operations research and management science ; v. 9. .
Intended for masters and PhD students--Preface.
Includes bibliographical references and index.
Portfolio Theory / Finite State Securities Market Models and Arbitrage / Capital Growth Theory / The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / Theory and Empirical Testing of Asset Pricing Models / International Portfolio Choice and Asset Pricing: An Integrative Survey / A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / Pricing Interest Rate Options / Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / Program Trading and Stock Index Arbitrage / Mortgage Backed Securities / G.M. Constantinides and A.G. Malliaris -- V. Naik -- N.H. Hakansson and W.T. Ziemba -- G. Connor and R.A. Korajczyk -- W.E. Ferson -- R.M. Stulz -- P.P. Carr and R.A. Jarrow -- R. Jarrow -- T.A. Marsh -- L. Canina and S. Figlewski -- W.N. Torous. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11.
On cover: Institute for Operations Research and the Management Sciences. On cover: Institute for Operations Research and the Management Sciences.
9780444890849 (electronic bk.) 044489084X (electronic bk.)
111559:111643 Elsevier Science & Technology http://www.sciencedirect.com
Finance.
Financieel management.
Financiering.
Finan�cas das empresas.
Kapitaalmarkt.
Finances.
Finances--Mod�eles math�ematiques.
March�e financier.
March�e financier--Mod�eles math�ematiques.
Soci�et�es--Finances.
Soci�et�es--Finances--Mod�eles math�ematiques.
Entreprises--Finances.
Entreprises--Finances--Mod�eles math�ematiques.
Financiering.
Financieel management.
Kapitaalmarkt.
Finan�cas das empresas.
Finances.
Prise de d�ecision.
March�e financier.
Unternehmen.
Kapitalmarkt.
Finanzierung.
Finance.
Aufsatzsammlung.
Electronic books.
HG173 / .F4873 1995
332
Intended for masters and PhD students--Preface.
Includes bibliographical references and index.
Portfolio Theory / Finite State Securities Market Models and Arbitrage / Capital Growth Theory / The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / Theory and Empirical Testing of Asset Pricing Models / International Portfolio Choice and Asset Pricing: An Integrative Survey / A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / Pricing Interest Rate Options / Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / Program Trading and Stock Index Arbitrage / Mortgage Backed Securities / G.M. Constantinides and A.G. Malliaris -- V. Naik -- N.H. Hakansson and W.T. Ziemba -- G. Connor and R.A. Korajczyk -- W.E. Ferson -- R.M. Stulz -- P.P. Carr and R.A. Jarrow -- R. Jarrow -- T.A. Marsh -- L. Canina and S. Figlewski -- W.N. Torous. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11.
On cover: Institute for Operations Research and the Management Sciences. On cover: Institute for Operations Research and the Management Sciences.
9780444890849 (electronic bk.) 044489084X (electronic bk.)
111559:111643 Elsevier Science & Technology http://www.sciencedirect.com
Finance.
Financieel management.
Financiering.
Finan�cas das empresas.
Kapitaalmarkt.
Finances.
Finances--Mod�eles math�ematiques.
March�e financier.
March�e financier--Mod�eles math�ematiques.
Soci�et�es--Finances.
Soci�et�es--Finances--Mod�eles math�ematiques.
Entreprises--Finances.
Entreprises--Finances--Mod�eles math�ematiques.
Financiering.
Financieel management.
Kapitaalmarkt.
Finan�cas das empresas.
Finances.
Prise de d�ecision.
March�e financier.
Unternehmen.
Kapitalmarkt.
Finanzierung.
Finance.
Aufsatzsammlung.
Electronic books.
HG173 / .F4873 1995
332
