Fundamental models in financial theory / Doron Peleg.
Material type:
TextPublication details: Cambridge : MIT Press, c2014.Description: xiii, 477 p. : illustrations ; 24 cmISBN: - 9780262026673 (hardcover : alk. paper)
- 000SB:332 23 P381
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SB:332 P381 (Browse shelf(Opens below)) | Available | 135721 |
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Includes bibliographical references and index.
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.
This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately into a comprehensive whole. The book brings together financial models and high-level mathematics, reviewing the mathematical background necessary for understanding these models organically and in context. It begins with underlying assumptions and progresses logically through increasingly complex models to operative conclusions. Readers who have mastered the material will gain the tools needed to put theory into practice and incorporate financial models into real-life investment, financial, and business scenarios. Modern finance's most bothersome shortcoming is that the two basic models for building an optimal investment portfolio,
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