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OverviewThis 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. Full Product DetailsAuthor: Igor V. Evstigneev , Thorsten Hens , Klaus Reiner Schenk-HoppéPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: Softcover reprint of the original 1st ed. 2015 Dimensions: Width: 15.50cm , Height: 1.30cm , Length: 23.50cm Weight: 3.635kg ISBN: 9783319362496ISBN 10: 3319362496 Pages: 224 Publication Date: 12 October 2016 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsMean-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.ReviewsMathematical Financial Economics (A Basic Introduction) is indeed a work accessible to the general public and can give a great contribution to the dissemination of knowledge in these areas, so important in modern everyday life. Indispensable either to professionals or to curious people, whether practical or academics, whether graduate or post-graduate students. In short: a true knowledge transfer book. (Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (6), 2016) “Mathematical Financial Economics (A Basic Introduction) is indeed a work accessible to the general public and can give a great contribution to the dissemination of knowledge in these areas, so important in modern everyday life. Indispensable either to professionals or to curious people, whether practical or academics, whether graduate or post-graduate students. In short: a true knowledge transfer book.” (Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (6), 2016) Author InformationTab Content 6Author Website:Countries AvailableAll regions |
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