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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.
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