Link to the ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9781417502233

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 : Electronic

Statement : Présent

Owner : Bibliothèque