Del i serien Springer Texts in Business and Economics

Mathematical Financial Economics

A Basic Introduction

Inbunden, Engelska, 2015

AvIgor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppé

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This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other.

Produktinformation

Utgivningsdatum2015-06-01
Mått155 x 235 x 18 mm
Vikt494 g
FormatInbunden
SpråkEngelska
SerieSpringer Texts in Business and Economics
Antal sidor224
Upplaga2015
FörlagSpringer International Publishing AG
ISBN9783319165707

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Mean-Variance Portfolio Analysis: Portfolio Selection: Introductory Comments.- Mean-Variance Portfolio Analysis: The Markowitz Model.- Solution to the Markowitz Optimization Problem.- Properties of Efficient Portfolios.- The Markowitz Model with a Risk-Free Asset.- Efficient Portfolios in a Market with a Risk-Free Asset.- Capital Asset Pricing Model (CAPM).- CAPM Continued.- Factor Models and the Ross-Huberman APT.- Problems and Exercises I.- Derivative Securities Pricing: Dynamic Securities Market Model.- Risk-Neutral Pricing.- The Cox-Ross-Rubinstein Binomial Model.- American Derivative Securities.- From Binomial Model to Black-Scholes Formula.- Problems and Exercises II.- Growth and Equilibrium: Capital Growth Theory: Continued.- General Equilibrium Analysis of Financial Markets.- Behavioral Equilibrium and Evolutionary Dynamics.- Problems and Exercises III.- Mathematical Appendices: Facts from Linear Algebra.- Convexity and Optimization.- Sources.

"Mathematical Financial Economics (A Basic Introduction) is indeed a work accessible to the general public and can give a great contribution to the dissemination of knowledge in these areas, so important in modern everyday life. Indispensable either to professionals or to curious people, whether practical or academics, whether graduate or post-graduate students. In short: a true knowledge transfer book." (Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (6), 2016)