Introduction to the economics and mathematics of financial markets

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read
Not in Library

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read


Download Options

Buy this book

Last edited by ImportBot
December 19, 2023 | History

Introduction to the economics and mathematics of financial markets

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
MIT Press
Language
English
Pages
494

Buy this book

Previews available in: English

Edition Availability
Cover of: Introduction to the economics and mathematics of financial markets
Cover of: Introduction to the Economics and Mathematics of Financial Markets
Introduction to the Economics and Mathematics of Financial Markets
March 1, 2004, The MIT Press
Hardcover in English

Add another edition?

Book Details


Table of Contents

Financial markets
Interest rates
Models of securities prices in financial markets
Optimal consumption/portfolio strategies
Risk
Arbitrage and risk-neutral pricing
Option pricing
Fixed-income market models and derivatives
Bond hedging
Numerical models
Equilibrium fundamentals
CAPM
Multifactor models
Other pure exchange equilibria
Probability theory essentials.

Edition Notes

Includes bibliographical references (p. [479]-485) and index.

Published in
Cambridge, Mass
Genre
Textbooks.

Classifications

Library of Congress
HG106 .C86 2004, HG106.C86 2004

The Physical Object

Pagination
xxii, 494 p. ;
Number of pages
494

ID Numbers

Open Library
OL15546495M
Internet Archive
introductiontoec00cvit
ISBN 10
0262532654, 0262033208
LCCN
2003064872
OCLC/WorldCat
53485161
Library Thing
1033787
Goodreads
3414872
769270

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 19, 2023 Edited by ImportBot import existing book
December 19, 2023 Edited by ImportBot import existing book
November 22, 2023 Edited by ImportBot import existing book
January 8, 2023 Edited by MARC Bot import existing book
September 20, 2008 Created by ImportBot Imported from Western Washington University MARC record