Format:
1 online resource (xiv, 310 pages)
ISBN:
9780203112618
,
9781136282997
,
9781136283031
,
9781136283048
Content:
1. The measurement of returns on bonds, equities and other financial instruments -- 2. The relationship between risk and return -- 3. Alternative approaches to the relationship between risk and return -- 4. Returns and the capital structure of the firm -- 5. The relationship between equity value, dividends and other cash flow streams -- 6. The relationship between book (accounting) rates of return and the cost of capital for firms and capital projects -- 7. Statistical foundations : first-order stochastic differential equations -- 8. Statistical foundations : systems of and higher-order stochastic differential equations -- 9. Equity valuation : a canonical model -- 10. Equity valuation : non-linearities and scaling -- 11. Equity valuation : multivariate investment opportunity sets -- 12. Equity valuation : higher-order investment opportunity sets, momentum and acceleration.
Additional Edition:
ISBN 9780415696029
Additional Edition:
ISBN 9780415696036
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9780415696029
Language:
English
DOI:
10.4324/9780203112618
