TY  - BOOK
AU  - Jarrow,Robert A.
AU  - Maksimovic,Vojislav
AU  - Ziemba,W.T.
TI  - Finance
SN  - 044489084X (alk. paper)
U1  - 332 
PY  - 1995///
CY  - Amsterdam, New York
PB  - Elsevier
KW  - Finance
KW  - Business & Economics.
KW  - General
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
ER  -