[下载]非扫描版Theory of Financial Decision Making

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Theory of Financial Decision Making
Jonathan E. Ingersoll, Jr.
Yale University

245351.pdf (2.56 MB, 需要: 10 个论坛币)

2008-9-9 11:13:00 上传

[下载]非扫描版Theory of Financial Decision Making
需要: 10 个论坛币  [购买]

1 Utility Theory 1

2 Arbitrage and Pricing: The Basics 22

3 The Portfolio Problem 38

4 Mean-Variance Portfolio Analysis 52
A The Budget Constraint 68
B The Elliptical Distributions 70

5 Generalized Risk, Portfolio Selection, and Asset Pricing 78
A Stochastic Dominance 96

6 Portfolio Separation Theorems 99

7 The Linear Factor Model: Arbitrage Pricing Theory 120

8 Equilibrium Models with Complete Markets 136

9 General Equilibrium Considerations in Asset Pricing 147

10 Intertemporal Models in Finance 163

11 Discrete-time Intertemporal Portfolio Selection 175
A Consumption Portfolio Problem when Utility Is Not Additively Separable 188

12 An Introduction to the Distributions of Continuous-Time Finance 196

13 Continuous-Time Portfolio Selection 206

14 The Pricing of Options 227

15 Review of Multiperiod Models 252

16 An Introduction to Stochastic Calculus 267

17 Advanced Topics in Option Pricing 279

18 The Term Structure of Interest Rates 300

19 Pricing the Capital Structure of the Firm 318

[此贴子已经被作者于2008-9-9 11:14:03编辑过]

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