000			01146nam a2200169Ia 4500
020			_a8120328892
082			_a332.3 _bCVI
100			_aCvitanic, Jaksa
245			_aIntroduction to the economics and mathematics of financial markets
260			_aNew Delhi _bPrentice Hall of India Pvt. Ltd. _c2007
300			_axxii,494p,iip.
500			_aCONTENTS 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			_aZapatero, Fernando
890			_aIndia
891			_aMTM
999			_c17737 _d17737