000 02234cam a2200361 a 4500
001 u6368
003 SA-PMU
005 20210418123642.0
008 951106s1995 ne a b 001 0 eng
010 _a 95047024
040 _aDLC
_cDLC
_dUKM
_dUBA
_dBAKER
_dNLGGC
_dBTCTA
_dLVB
_dYDXCP
_dOCLCG
_dLTU
_dZCU
_dHEBIS
_dZWZ
_dDEBBG
_dBDX
020 _a044489084X (alk. paper)
020 _a9780444890849 (alk. paper)
035 _a(OCoLC)33665046
_z(OCoLC)34596597
050 0 0 _aHG173
_b.F4873 1995
082 0 0 _a332
_220
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.
490 1 _aHandbooks in operations research and management science ;
_vv. 9
500 _aIntended for masters and PhD students--Preface.
504 _aIncludes bibliographical references and index.
508 _aOn cover: Institute for Operations Research and the Management Sciences.
505 0 0 _gCh. 1.
_tPortfolio Theory /
_rG. M. Constantinides and A. G. Malliaris --
_gCh. 2.
_tFinite State Securities Market Models and Arbitrage /
_rV. Naik --
_gCh. 3.
_tCapital Growth Theory /
_rN. H. Hakansson and W. T. Ziemba --
_gCh. 4.
_tThe Arbitrage Pricing Theory and Multifactor Models of Asset Returns /
_rG. Connor and R. A. Korajczyk --
_gCh. 5.
_tTheory and Empirical Testing of Asset Pricing Models /
_rW. E. Ferson --
_gCh. 6.
_tInternational Portfolio Choice and Asset Pricing: An Integrative Survey /
_rR. M. Stulz --
_gCh. 7.
_tA Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices /
_rP. P. Carr and R. A. Jarrow --
_gCh. 8.
_tPricing Interest Rate Options /
_rR. Jarrow --
_gCh. 9.
_tTerm Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds /
_rT. A. Marsh --
_gCh. 10.
_tProgram Trading and Stock Index Arbitrage /
_rL. Canina and S. Figlewski --
_gCh. 11.
_tMortgage Backed Securities /
_rW. N. Torous
650 0 _aFinance.
700 1 _aJarrow, Robert A.
700 1 _aMaksimovic, Vojislav,
_d1955-
700 1 _aZiemba, W. T.
830 0 _aHandbooks in operations research and management science ;
_vv. 9.
942 _cBOOK
994 _aZ0
_bSUPMU
596 _a1 2
999 _c4027
_d4027