Intended for masters and PhD students--Preface.

Includes bibliographical references and index.

On cover: Institute for Operations Research and the Management Sciences.

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.

Description based on print version record.