Book contents
- Frontmatter
- Contents
- List of Figures
- List of Tables
- Acronyms
- Preface
- 1 Introduction
- 2 Fundamental concepts and techniques
- 3 Modern portfolio theory
- 4 Market efficiency
- Chapter 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
- References
- Index
- References
References
Published online by Cambridge University Press: 05 February 2013
Book contents
- Frontmatter
- Contents
- List of Figures
- List of Tables
- Acronyms
- Preface
- 1 Introduction
- 2 Fundamental concepts and techniques
- 3 Modern portfolio theory
- 4 Market efficiency
- Chapter 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
- References
- Index
- References
Summary
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- Information
- FinanceA Quantitative Introduction, pp. 414 - 424Publisher: Cambridge University PressPrint publication year: 2013
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