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Introduction to the economics and mathematics of financial markets

By: Contributor(s): Material type: TextTextPublication details: New Delhi Prentice Hall of India Pvt. Ltd. 2007Description: xxii,494p,iipISBN:
  • 8120328892
DDC classification:
  • 332.3 CVI
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Holdings
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
Total holds: 0

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

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