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Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba. - Amsterdam ; New York : Elsevier, 1995. - xxix, 1165 p. : ill. ; 25 cm. - Handbooks in operations research and management science, v. 9. .

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.

ISBN: 044489084X (alk. paper)

Subjects--Topical Terms:
Finance.
Business & Economics.
Finance --General.

Dewey Class. No.: 332 / FIN