TY - BOOK AU - Jarrow,Robert A. AU - Maksimovic,Vojislav AU - Ziemba,W.T. TI - Finance T2 - Handbooks in operations research and management science SN - 9780444890849 (electronic bk.) AV - HG173 .F4873 1995 U1 - 332 22 PY - 1995/// CY - Amsterdam, New York PB - Elsevier KW - Finance KW - Financieel management KW - Financiering KW - Finan�cas das empresas KW - Kapitaalmarkt KW - Finances KW - Mod�eles math�ematiques KW - March�e financier KW - Soci�et�es KW - Entreprises KW - gtt KW - larpcal KW - ram KW - Prise de d�ecision KW - Unternehmen KW - swd KW - Kapitalmarkt KW - Finanzierung KW - fast KW - Aufsatzsammlung KW - Electronic books N1 - Intended for masters and PhD students--Preface; Includes bibliographical references and index; 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; On cover: Institute for Operations Research and the Management Sciences UR - http://www.sciencedirect.com/science/book/9780444890849 ER -