Introduction to the economics and mathematics of financial markets
By: Jakša Cvitanić and Fernando Zapatero.
Contributors: Zapatero, Fernando.
Publisher: MIT Press
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 494
Subjects: Finance -- Mathematical models -- Textbooks
Genres: Textbooks.
Notes: Includes bibliographical references (p. [479]-485) and index.
Table of contents: title: Financial markets; title: Interest rates; title: Models of securities prices in financial markets; title: Optimal consumption/portfolio strategies; title: Risk; title: Arbitrage and risk-neutral pricing; title: Option pricing; title: Fixed-income market models and derivatives; title: Bond hedging; title: Numerical models; title: Equilibrium fundamentals; title: CAPM; title: Multifactor models; title: Other pure exchange equilibria; title: Probability theory essentials.