Social Forces · 1988 · 75 citations · 0 references
Social SciencesEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceWomen's Economic HistoryWomen's MovementsWomen's Political HistoryBlack-scholes ModelBlack-scholes Valuation ModelContingent Claims AnalysisIntertemporal Arbitrage PricingMean-variance AnalysisWomen In Economic HistoryWomen's Investment
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.