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00000cam a2200000 7i4500 |
| 001 |
0000057578 |
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20090101093000.0 |
| 008 |
081224s2004 ii eng |
| 020 |
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|a 9788120328891
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| 090 |
0 |
0 |
|a HG106
|b .C86 2004
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| 100 |
1 |
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|a Cvitanic, Jaksa ,
|e author
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| 245 |
1 |
0 |
|a Introduction to the economics and mathematics of financial markets
|c Jaksa Cvitanic and Fernando Zapatero
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| 260 |
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|a New Delhi, India :
|b Prentice-hall of India ,
|c c2004
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| 300 |
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|a xxi, 494 p. :
|b ill. ;
|c 24 cm.
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| 504 |
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|a Includes bibliographical references (p. [479]-485) and index
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| 505 |
0 |
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|a 1. Financial markets -- 2. Interest rates -- 3. Models of securities prices in financial markets -- 4. Optimal consumption/portfolio strategies -- 5. Risk -- 6. Arbitrage and risk-neutral pricing -- 7. Option pricing -- 8. Fixed-income market models and derivatives -- 9. Hedging -- 10. Bond hedging -- 11. Numerical methods -- 12. Equilibrium fundamentals -- 13. CAPM -- 14. Multifactor models -- 15. Other pure exchange equilibria -- 16. Probability theory essentials
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| 650 |
|
0 |
|a Finance
|x Mathematical models
|v Textbooks
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| 700 |
1 |
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|a Zapatero, Fernando ,
|e author
|
| 999 |
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|a 1000117253
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|