UID:
edocfu_9958066478002883
Format:
1 online resource (517 p.)
Edition:
1st ed.
ISBN:
1-282-10026-2
,
9786612100260
,
0-262-27106-0
,
1-4175-0223-1
Content:
An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics.
Note:
Description based upon print version of record.
,
Contents; Preface; I - 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 EssentialsReferences; Index
Additional Edition:
ISBN 0-262-03320-8
Language:
English
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