Introduction to the economics and mathematics of financial markets (Record no. 17737)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01146nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 8120328892 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.3 |
| Item number | CVI |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cvitanic, Jaksa |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to the economics and mathematics of financial markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New Delhi |
| Name of publisher, distributor, etc. | Prentice Hall of India Pvt. Ltd. |
| Date of publication, distribution, etc. | 2007 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii,494p,iip. |
| 500 ## - GENERAL NOTE | |
| General note | CONTENTS Preface xvii 1 The Setting : Markets, Models, Interest Rates, Utility Maximization, Risk 1 1 Financial Markets 3 2 Interest Rates 31 3 Models of Securitites Prices in Financial Markets 53 4 Optimal Consumption/Portfolio Strategies 103 5 Risk 153 2 Pricing and Hedging of Derivative Securities 177 6 Arbitrage and Risk - Neutral Pricing 179 7 Option Pricing 217 8 Fixed-Income Market Models and Derivatives 275 9 Hedging 313 10 Bond Hedging 341 11 Numerical Methods 355 3 Equilibrium Models 381 12 Equilibrium Fundamentals 383 13 CAPM 409 14 Multifactor Models 433 15 Other Pure Exchange Equilibria 447 16 Appendix : Probability Theory Essentials 469 Reference 479 Index 487 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zapatero, Fernando |
| 890 ## - COUNTRY | |
| -- | India |
| 891 ## - TOPIC | |
| -- | MTM |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date checked out | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Faculty of Management | CEPT Library | CEPT Library | 03/09/2011 | Jai Book Distributors | 395.00 | 2 | 1 | 332.3 CVI | 008145 | 31/12/2019 | 05/12/2019 | 30/08/2013 | Book | Status:Catalogued;Bill No:351 |