Fundamental Models in Financial Theory
by Peleg
ISBN: 9780262322669 | Copyright 2014
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Contents (pg. v) | |
Foreword (pg. xi) | |
I The Time Value of Capital (pg. 1) | |
1 Introduction (pg. 3) | |
2 Building Blocks: Interest and Dividends—The Basic Model (pg. 13) | |
3 Interest Rates (pg. 33) | |
4 Valuation of Periodic Cash Flows (pg. 49) | |
5 Fundamental Bond Valuation Models (pg. 63) | |
6 Fundamental Share Valuation Models—The Earnings Model and the Dividend Model (pg. 83) | |
7 Fundamental Share Valuation Models—Modigliani and Miller’s Cash Flow Model (pg. 101) | |
8 Capital Budgeting—Corporate Investment Decision Criteria (pg. 115) | |
9 Capital Budgeting—Net Cash Flow Construction (pg. 133) | |
II The Risk Value of Capital (pg. 149) | |
10 Investment Decisions in Random Markets (pg. 151) | |
11 Personal Preferences in Uncertain Markets (pg. 177) | |
12 The Mean-Variance Model (pg. 203) | |
13 The Capital Asset Pricing Model (pg. 231) | |
14 Assembling a Practical Portfolio—Allocating a Few Assets (pg. 265) | |
15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model) (pg. 301) | |
16 Capital Structure—Maximizing Company Value (pg. 333) | |
17 The Cost of Corporate Capital (pg. 355) | |
18 Risk Trading (pg. 385) | |
19 Option Pricing (pg. 415) | |
20 Summary, Insights, and Further Study (pg. 451) | |
Index (pg. 471) | |
Contents (pg. v) | |
Foreword (pg. xi) | |
I The Time Value of Capital (pg. 1) | |
1 Introduction (pg. 3) | |
2 Building Blocks: Interest and Dividends—The Basic Model (pg. 13) | |
3 Interest Rates (pg. 33) | |
4 Valuation of Periodic Cash Flows (pg. 49) | |
5 Fundamental Bond Valuation Models (pg. 63) | |
6 Fundamental Share Valuation Models—The Earnings Model and the Dividend Model (pg. 83) | |
7 Fundamental Share Valuation Models—Modigliani and Miller’s Cash Flow Model (pg. 101) | |
8 Capital Budgeting—Corporate Investment Decision Criteria (pg. 115) | |
9 Capital Budgeting—Net Cash Flow Construction (pg. 133) | |
II The Risk Value of Capital (pg. 149) | |
10 Investment Decisions in Random Markets (pg. 151) | |
11 Personal Preferences in Uncertain Markets (pg. 177) | |
12 The Mean-Variance Model (pg. 203) | |
13 The Capital Asset Pricing Model (pg. 231) | |
14 Assembling a Practical Portfolio—Allocating a Few Assets (pg. 265) | |
15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model) (pg. 301) | |
16 Capital Structure—Maximizing Company Value (pg. 333) | |
17 The Cost of Corporate Capital (pg. 355) | |
18 Risk Trading (pg. 385) | |
19 Option Pricing (pg. 415) | |
20 Summary, Insights, and Further Study (pg. 451) | |
Index (pg. 471) | |
Contents (pg. v) | |
Foreword (pg. xi) | |
I The Time Value of Capital (pg. 1) | |
1 Introduction (pg. 3) | |
2 Building Blocks: Interest and Dividends—The Basic Model (pg. 13) | |
3 Interest Rates (pg. 33) | |
4 Valuation of Periodic Cash Flows (pg. 49) | |
5 Fundamental Bond Valuation Models (pg. 63) | |
6 Fundamental Share Valuation Models—The Earnings Model and the Dividend Model (pg. 83) | |
7 Fundamental Share Valuation Models—Modigliani and Miller’s Cash Flow Model (pg. 101) | |
8 Capital Budgeting—Corporate Investment Decision Criteria (pg. 115) | |
9 Capital Budgeting—Net Cash Flow Construction (pg. 133) | |
II The Risk Value of Capital (pg. 149) | |
10 Investment Decisions in Random Markets (pg. 151) | |
11 Personal Preferences in Uncertain Markets (pg. 177) | |
12 The Mean-Variance Model (pg. 203) | |
13 The Capital Asset Pricing Model (pg. 231) | |
14 Assembling a Practical Portfolio—Allocating a Few Assets (pg. 265) | |
15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model) (pg. 301) | |
16 Capital Structure—Maximizing Company Value (pg. 333) | |
17 The Cost of Corporate Capital (pg. 355) | |
18 Risk Trading (pg. 385) | |
19 Option Pricing (pg. 415) | |
20 Summary, Insights, and Further Study (pg. 451) | |
Index (pg. 471) | |
Contents (pg. v) | |
Foreword (pg. xi) | |
I The Time Value of Capital (pg. 1) | |
1 Introduction (pg. 3) | |
2 Building Blocks: Interest and Dividends—The Basic Model (pg. 13) | |
3 Interest Rates (pg. 33) | |
4 Valuation of Periodic Cash Flows (pg. 49) | |
5 Fundamental Bond Valuation Models (pg. 63) | |
6 Fundamental Share Valuation Models—The Earnings Model and the Dividend Model (pg. 83) | |
7 Fundamental Share Valuation Models—Modigliani and Miller’s Cash Flow Model (pg. 101) | |
8 Capital Budgeting—Corporate Investment Decision Criteria (pg. 115) | |
9 Capital Budgeting—Net Cash Flow Construction (pg. 133) | |
II The Risk Value of Capital (pg. 149) | |
10 Investment Decisions in Random Markets (pg. 151) | |
11 Personal Preferences in Uncertain Markets (pg. 177) | |
12 The Mean-Variance Model (pg. 203) | |
13 The Capital Asset Pricing Model (pg. 231) | |
14 Assembling a Practical Portfolio—Allocating a Few Assets (pg. 265) | |
15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model) (pg. 301) | |
16 Capital Structure—Maximizing Company Value (pg. 333) | |
17 The Cost of Corporate Capital (pg. 355) | |
18 Risk Trading (pg. 385) | |
19 Option Pricing (pg. 415) | |
20 Summary, Insights, and Further Study (pg. 451) | |
Index (pg. 471) |
Doron Peleg
Doron Peleg has worked in both academia and industry. He has taught Finance and Entrepreneurial Management at institutions of higher education including Hunter and Lehman colleges in New York City and Tel Aviv and Tel Hai colleges in Israel.
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