English
Introduction to the Economics and Mathematics of Financial Markets.
Appartenance & droits
CVITANIC Jaksa ; ZAPATERO Fernando
2004
494
0262033208
134.53-CVITA
MARCHE FINANCIER ; MATHEMATIQUES FINANCIERES ; TAUX D'INTERET ; RISQUE FINANCIER ; MARCHE DERIVE ; REVENU
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [non empruntable] | |||
| 2 | [disponible] | |||
| 3 | [disponible] | |||
| 4 | [disponible] |
Sommaire : Contents
THE SETTING: MARKETS, MODELS, INTEREST RATES, UTILITY MAXIMIZATION, RISK
1 Financial Markets
2 Interest Rates
3 Models of Securities Prices in Financial Markets
4 Optimal Consumption/Portfolio Strategies
5 Risk
II PRICING AND HEDGING OF DERIVATIVE SECURITIES
6 Arbitrage and Risk-Neutral Pricing
7 Option Pricing
8 Fixed-Income Market Models and Derivatives
9 Hedging
10 Bond Hedging
11 Numerical Methods
III EQUILIBRIUM MODELS
12 Equilibrium Fundamentals
13 CAPM
14 Multifactor Models
15 Other Pure Exchange Equilibria
16 Appendix: Probability Theory Essentials
Langue : Anglais
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque