Fundamental models in financial theory / / Doron Peleg

• Autore: Peleg Doron <1952->
• Pubblicazione: Cambridge, Massachusetts ; ; London : , : MIT Press, , 2014; ©2014
• Descrizione fisica: 1 online resource (492 p.)
• Disciplina: 332.01/5195
• Soggetto topico: Finance - Mathematical models; Investments - Mathematical models
• Soggetto genere / forma: Electronic books.
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references at the end of each chapters and index.
• Nota di contenuto: Contents; Foreword; I The Time Value of Capital; 1 Introduction; 2 Building Blocks: Interest and Dividends-The Basic Model; 3 Interest Rates; 4 Valuation of Periodic Cash Flows; 5 Fundamental Bond Valuation Models; 6 Fundamental Share Valuation Models-The Earnings Model and the Dividend Model; 7 Fundamental Share Valuation Models-Modigliani and Miller's Cash Flow Model; 8 Capital Budgeting-Corporate Investment Decision Criteria; 9 Capital Budgeting-Net Cash Flow Construction; II The Risk Value of Capital; 10 Investment Decisions in Random Markets; 11 Personal Preferences in Uncertain Markets ; 12 The Mean-Variance Model 13 The Capital Asset Pricing Model; 14 Assembling a Practical Portfolio-Allocating a Few Assets; 15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model); 16 Capital Structure-Maximizing Company Value; 17 The Cost of Corporate Capital; 18 Risk Trading; 19 Option Pricing; 20 Summary, Insights, and Further Study; Index
• Sommario/riassunto: Understanding and applying complex modern financial models in real life scenarios, including the Black-Litterman model for constructing an optimal portfolio while incorporating personal views.
• Titolo autorizzato: Fundamental models in financial theory
• ISBN: 0-262-32266-8; 0-262-02667-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910465209703321
• Lo trovi qui: Univ. Federico II