以下是引用shikelang在2008-7-10 9:41:00的发言：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。
文件比较大，如果下载后出现了问题，请短信通知我，祝你们好运。
THEORY OF FINANCIAL DECISION MAKING
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.
TOPICS
Chapter 1 Utility Theory
Chapter 2 Arbitrage and Pricing: The Basics
Chapter 3 The Portfolio Problem
Chapter 4 Mean-Variance Portfolio Analysis
Chapter 5 Generalized Risk, Portfolio Selection, and Asset Pricing
Chapter 6 Portfolio Separation Theorems
Chapter 7 The Linear Factor Model: Arbitrage Pricing Theory
Chapter 8 Equilibrium Models with Complete Markets
Chapter 9 General Equilibrium Considerations in Asset Pricing
Chapter 10 Intertemporal Models in Finance
Chapter 11 Discrete-Time Intertemporal Portfolio Selection
Chapter 12 An Introduction to the Distributions of Continuous-Time Finance
Chapter 13 Continuous-Time Portfolio Selection
Chapter 14 The Pricing of Options
Chapter 15 Review of Multiperiod Models
Chapter 16 An Introduction to Stochastic Calculus
Chapter 17 Advanced Topics in Option Pricing
Chapter 18 The Term Structure of Interest Rates
Chapter 19 Pricing the Capital Structure of the Firm
扫码加好友，拉您进群
全部版块
我的主页
收藏
