000			01702pam a2200241 a 4500
999			_c20548 _d20548
020			_a044489084X (alk. paper)
041			_aENG
082	0	0	_a332 _bFIN
245	0	0	_aFinance / _cedited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba.
260			_aAmsterdam ; _aNew York : _bElsevier, _c1995.
300			_axxix, 1165 p. : _bill. ; _c25 cm.
440		0	_aHandbooks in operations research and management science, v. 9.
500			_aIntended for masters and PhD students--Preface.
504			_aIncludes bibliographical references and index.
505			_aCh. 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.
650		0	_aFinance.
650		0	_aBusiness & Economics.
650		0	_aFinance _xGeneral.
700	1		_aJarrow, Robert A.
700	1		_aMaksimovic, Vojislav, _d1955-
700	1		_aZiemba, W. T.
942			_2ddc _cBK