Cvitanic, Jaksa; Zapatero, Fernando
Introduction to the Economics and Mathematics of Financial Markets
- Verlag: Mit Pr
- Erscheinungsdatum: 2004-03
- Format: Gebundene Ausgabe
- Umfang: 516
- ISBN: 0262033208
- EAN: 9780262033206
- Amazon.de Verkaufsrang: 217.298
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In this way the material is given complete coverage at different levels; the less advanced student can stop before the more sophisticated mathematics and still be able to grasp the general principles of financial economics. The book is divided into three parts. The first part provides an introduction to basic securities and financial market organisation, the concept of interest rates, the main mathematical models and quantitative ways to measure risks and rewards. The second part treats option pricing and hedging.
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