1987－Theory of Financial Decision Making－非扫描版

经典之作，不多用多介绍。欧美金融经济学或金融理论必推参考书。 John E. Ingersoll Rowman & Littlefield Publishers, Inc. Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, "risk-neutral" pricing with Martingales, Modigliani-Miller and the capital structure of the firm, interest rates and the term structure, and others.