Finance : a quantitative introduction

References

Cite

Share

Abstract

1. Introduction 2. Fundamental concepts and techniques 3. Modern portfolio theory 4. Market efficiency 5. Capital structure and dividends 6. Valuing levered projects 7. Option pricing in discrete time 8. Option pricing in continuous time 9. Real options analysis 10. Selected option applications 11. Hedging 12. Agency problems and governance Solutions to exercises Glossary Index.