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

Contributor(s): Jarrow, Robert A | Maksimovic, Vojislav, 1955- | Ziemba, W. TMaterial type: Text

TextSeries: Handbooks in operations research and management science: v. 9.Publisher: Amsterdam ; New York : Elsevier, 1995Description: xxix, 1165 p. : ill. ; 25 cmISBN: 044489084X (alk. paper); 9780444890849 (alk. paper)Subject(s): FinanceDDC classification: 332 LOC classification: HG173 | .F4873 1995

Contents:

Portfolio Theory / G. M. Constantinides and A. G. Malliaris -- Finite State Securities Market Models and Arbitrage / V. Naik -- Capital Growth Theory / N. H. Hakansson and W. T. Ziemba -- The Arbitrage Pricing Theory and Multifactor Models of Asset Returns / G. Connor and R. A. Korajczyk -- Theory and Empirical Testing of Asset Pricing Models / W. E. Ferson -- International Portfolio Choice and Asset Pricing: An Integrative Survey / R. M. Stulz -- A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices / P. P. Carr and R. A. Jarrow -- Pricing Interest Rate Options / R. Jarrow -- Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds / T. A. Marsh -- Program Trading and Stock Index Arbitrage / L. Canina and S. Figlewski -- Mortgage Backed Securities / W. N. Torous

Production Credits: On cover: Institute for Operations Research and the Management Sciences.

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Item type	Current library	Call number	Copy number	Status	Notes	Barcode
Books	Female Library	HG173 .F4873 1995 (Browse shelf (Opens below))	1	Available	STACKS	519520000105725
Books	Female Library	HG173 .F4873 1995 (Browse shelf (Opens below))	2	Available	STACKS	51952000105732
Books	Main Library	HG173 .F4873 1995 (Browse shelf (Opens below))	1	Available	STACKS	51952000134367
Books	Main Library	HG173 .F4873 1995 (Browse shelf (Opens below))	2	Available	STACKS	51952000134374

Intended for masters and PhD students--Preface.

Includes bibliographical references and index.

On cover: Institute for Operations Research and the Management Sciences.

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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