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Mathematical Financial Economics: A Basic Introduction

Mathematical Financial Economics: A Basic Introduction

Hardcover

Series: Springer Texts in Business and Economics

EconomicsInvesting & FinanceGeneral Mathematics

ISBN10: 3319165704
ISBN13: 9783319165707
Publisher: Springer Nature
Published: Jun 1 2015
Pages: 224
Weight: 1.12
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
​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.

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