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Mathematical Financial Economics = A Basic Introduction /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Mathematical Financial Economics/ by Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé.
其他題名:
A Basic Introduction /
作者:
Evstigneev, Igor V.
其他作者:
Hens, Thorsten.
面頁冊數:
IX, 224 p. 21 illus., 3 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Macroeconomics. -
電子資源:
https://doi.org/10.1007/978-3-319-16571-4
ISBN:
9783319165714
Mathematical Financial Economics = A Basic Introduction /
Evstigneev, Igor V.
Mathematical Financial Economics
A Basic Introduction /[electronic resource] :by Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé. - 1st ed. 2015. - IX, 224 p. 21 illus., 3 illus. in color.online resource. - Springer Texts in Business and Economics,2192-4333. - Springer Texts in Business and Economics,.
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.
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. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.
ISBN: 9783319165714
Standard No.: 10.1007/978-3-319-16571-4doiSubjects--Topical Terms:
554837
Macroeconomics.
LC Class. No.: HB172.5
Dewey Class. No.: 339
Mathematical Financial Economics = A Basic Introduction /
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