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E-book

Title Finance / edited by R.A. Jarrow, V. Maksimovic, W.T. Ziemba
Published Amsterdam ; New York : Elsevier, 1995
Online access available from:
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Description 1 online resource (xxix, 1165 pages) : illustrations
Series Handbooks in operations research and management science ; v. 9
Handbooks in operations research and management science ; v. 9
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
Notes Intended for masters and PhD students--Preface
Bibliography Includes bibliographical references and index
Credits On cover: Institute for Operations Research and the Management Sciences
Notes Description based on print version record
Subject Finance.
Form Electronic book
Author Jarrow, Robert A.
Maksimovic, Vojislav, 1955-
Ziemba, W. T.
ISBN 044489084X (electronic bk.)
9780444890849 (electronic bk.)