An introduction to financial markets : a quantitative approach / Paolo Brandimarte.Material type: TextLanguage: English Publication details: Hoboken, NJ : John Wiley & Sons, 2018.Description: xix, 758 pages : illustrations ; 26 cmContent type:
- HG173 B73 2018
|Item type||Current library||Collection||Call number||Materials specified||Status||Notes||Date due||Barcode|
|Books||Ladislao N. Diwa Memorial Library Reserve Section||Non-fiction||RUS HG173 B73 2018 (Browse shelf(Opens below))||Available||76897||00076882|
"This book arises from slides and lecture notes that I have used ... in my courses "Financial markets and instruments" and "Financial engineering"..."--Page xv.
Includes bibliographical references and index.
Part I Overview Financial Markets: Functions, Institutions, and Traded Assets Basic Problems in Quantitative Finance -- Part II Fixed-income assets Elementary Theory of Interest Rates Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps Fixed-Income Markets Interest Rate Risk Management Part III Equity portfolios Decision-Making under Uncertainty: The Static Case Mean Variance Efficient Portfolios Factor Models Equilibrium Models: CAPM and APT -- Part IV Derivatives -- Modeling Dynamic Uncertainty Forward and Futures Contracts Option Pricing: Complete Markets Option Pricing: Incomplete Markets Part V Advanced optimization models Optimization Model Building Optimization Model Solving.
"This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace wile providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LCTM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples."--Back cover.
Fund 164 Belview Co., Inc. Purchased 04/25/2019 76897 NEJ PHP 7,196.00 2019-84-299 2019-1-0256