Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.

Contributor(s):

Material type: Text

TextLanguage: English Series: Handbooks in operations research and management science, v. 9Publication details: Amsterdam ; New York : Elsevier, 1995.Description: xxix, 1165 p. : ill. ; 25 cmISBN:

044489084X (alk. paper)

Subject(s):

DDC classification:

332 FIN

Contents:

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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Institute of Public Enterprise, Library S Campus	Donation RBI	332 FIN (Browse shelf(Opens below))	Available		44769

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.

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Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.

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