Introduction to the economics and mathematics of financial markets
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Delhi, India :
Prentice-hall of India ,
c2004
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| Subjects: |
Table of Contents:
- 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