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{ "item_title" : "Mathematical Financial Economics", "item_author" : [" Igor V. Evstigneev", "Thorsten Hens", "Klaus Reiner Schenk-Hoppé "], "item_description" : "​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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/3/31/936/249/3319362496_b.jpg", "price_data" : { "retail_price" : "84.99", "online_price" : "84.99", "our_price" : "84.99", "club_price" : "84.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Mathematical Financial Economics|Igor V. Evstigneev

Mathematical Financial Economics : A Basic Introduction

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Overview

​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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Details

  • ISBN-13: 9783319362496
  • ISBN-10: 3319362496
  • Publisher: Springer
  • Publish Date: October 2016
  • Dimensions: 9.21 x 6.14 x 0.5 inches
  • Shipping Weight: 0.74 pounds
  • Page Count: 224

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