Mathematical financial economics : a basic introduction /: a basic introduction. (2015)

• Record Type: Book
• Further Information: Note: Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé.
• Authors: Evstigneev, I. V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (ix, 224 pages), illustrations (some color)
• Subjects: 330.01/51; Economics; Business mathematics; Economics, Mathematical; Business mathematics; Economics, Mathematical; Finance; Business & Economics; Finance - General; Economics; Macroeconomics/Monetary Economics//Financial Economics; Quantitative Finance; Finance, general; Mathematics -- Applied; Business & Economics -- Finance; Finance & accounting; Finance; Management science; Macroeconomics; Finance; Business & Economics -- Economics -- Macroeconomics; Macroeconomics; Electronic books
• Languages: English
• ISBNs: 9783319165714; 3319165712; 3319165704; 9783319165707
• Related ISBNs: 9783319165707
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed May 21, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.