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 .
- Handbooks in operations research and management science ; v. 9. .
Intended for masters and PhD students--Preface.
Includes bibliographical references and index.
Portfolio Theory / Finite State Securities Market Models and Arbitrage / Capital Growth Theory / The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / Theory and Empirical Testing of Asset Pricing Models / International Portfolio Choice and Asset Pricing: An Integrative Survey / A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / Pricing Interest Rate Options / Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / Program Trading and Stock Index Arbitrage / Mortgage Backed Securities / G. M. Constantinides and A. G. Malliaris -- V. Naik -- N. H. Hakansson and W. T. Ziemba -- G. Connor and R. A. Korajczyk -- W. E. Ferson -- R. M. Stulz -- P. P. Carr and R. A. Jarrow -- R. Jarrow -- T. A. Marsh -- L. Canina and S. Figlewski -- W. N. Torous Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11.
On cover: Institute for Operations Research and the Management Sciences. On cover: Institute for Operations Research and the Management Sciences.
044489084X (alk. paper) 9780444890849 (alk. paper)
95047024
Finance.
HG173 / .F4873 1995
332
Intended for masters and PhD students--Preface.
Includes bibliographical references and index.
Portfolio Theory / Finite State Securities Market Models and Arbitrage / Capital Growth Theory / The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / Theory and Empirical Testing of Asset Pricing Models / International Portfolio Choice and Asset Pricing: An Integrative Survey / A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / Pricing Interest Rate Options / Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / Program Trading and Stock Index Arbitrage / Mortgage Backed Securities / G. M. Constantinides and A. G. Malliaris -- V. Naik -- N. H. Hakansson and W. T. Ziemba -- G. Connor and R. A. Korajczyk -- W. E. Ferson -- R. M. Stulz -- P. P. Carr and R. A. Jarrow -- R. Jarrow -- T. A. Marsh -- L. Canina and S. Figlewski -- W. N. Torous Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11.
On cover: Institute for Operations Research and the Management Sciences. On cover: Institute for Operations Research and the Management Sciences.
044489084X (alk. paper) 9780444890849 (alk. paper)
95047024
Finance.
HG173 / .F4873 1995
332