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Introduction to the Economics and Mathematics of Financial Markets.
Appartenance & droits
CVITANIC Jaksa ; ZAPATERO Fernando
2004
494
0262033208
134.53-CVITA
FINANCIAL MARKET ; FINANCIAL MATHEMATICS ; INTEREST RATE ; FINANCIAL RISK ; DERIVATIVE MARKET ; INCOME
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] | |||
| 3 | [available] | |||
| 4 | [available] |
Contents : 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
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque