Introduction to the economics and mathematics of financial markets
Material type: TextPublication details: New Delhi Prentice Hall of India Pvt. Ltd. 2007Description: xxii,494p,iipISBN:- 8120328892
- 332.3 CVI
Item type | Current library | Collection | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
Book | CEPT Library | Faculty of Management | 332.3 CVI | Available | Status:Catalogued;Bill No:351 | 008145 |
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
There are no comments on this title.