TY  - BOOK
AU  - Cvitanic, Jaksa
AU  - Zapatero, Fernando
TI  - Introduction to the economics and mathematics of financial markets
SN  - 8120328892
U1  - 332.3 
PY  - 2007///
CY  - New Delhi
PB  - Prentice Hall of India Pvt. Ltd.
N1  - 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
ER  -