An introduction to financial markets a quantitative approach
COVERS THE FUNDAMENTAL TOPICS IN MATHEMATICS, STATISTICS, AND FINANCIAL MANAGEMENT THAT ARE REQUIRED FOR A THOROUGH STUDY OF FINANCIAL MARKETS This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motiv...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley
2018.
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| Edición: | 1st edition |
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631109606719 |
Tabla de Contenidos:
- Part I Overview Financial Markets: Functions, Institutions, and Traded Assets Basic Problems in Quantitative Finance
- Part II Fixed-income assets Elementary Theory of Interest Rates Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps Fixed-Income Markets Interest Rate Risk Management Part III Equity portfolios Decision-Making under Uncertainty: The Static Case Mean Variance Efficient Portfolios Factor Models Equilibrium Models: CAPM and APT
- Part IV Derivatives
- Modeling Dynamic Uncertainty Forward and Futures Contracts Option Pricing: Complete Markets Option Pricing: Incomplete Markets Part V Advanced optimization models Optimization Model Building Optimization Model Solving.
