The Fisher model and financial markets / Richard D. MacMinn.
Material type: TextPublisher: Singapore ; Hackensack, NJ ; London : World Scientific Pub, [2005]Copyright date: ©2005Description: xi, 108 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 9812564071
- 9789812564078
- 332.015118 22
- HG4012 .M33 2005
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.015118 MAC (Browse shelf(Opens below)) | 1 | Available | A401441B |
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332.015118 INT The international library of financial econometrics / | 332.015118 INT The international library of financial econometrics / | 332.015118 KNI Linear factor models in finance / | 332.015118 MAC The Fisher model and financial markets / | 332.015118 MUS Martingale methods in financial modelling / | 332.015118 SHI Finance in continuous time : a primer / | 332.01513 ROM Introduction to the mathematics of finance : from risk management to options pricing / |
Includes bibliographical references (pages 103-106) and index.
Ch. 1. The Fisher model with certainty -- Ch. 2. The Fisher model -- Ch. 3. Financial values -- Ch. 4. Fisher separation -- Ch. 5. More values -- Ch. 6. Corporate finance theorems -- Ch. 7. Agency problems -- Ch. 8. Information problems : hidden knowledge -- Ch. 9. Corporate risk management -- Ch. 10. Concluding remarks.
"This book articulates corporate finance from a common perspective and model: by generalizing the Fisher model to include risks, it is possible to exposit and prove the classic corporate finance theorems and to establish a common foundation for the discipline. The classic theorems of corporate finance are collected, stated, and some are proved. The reader is challenged to prove corollaries and theorems to see how the model provides the fundamental building blocks for the discipline."--BOOK JACKET.
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