𝔖 Scriptorium

✦ LIBER ✦

📁

Financial Securities: Market Equilibrium and Pricing Methods

✍ Scribed by Bernard Dumas, Blaise Allaz (auth.)

Publisher: Springer US
Year: 1996
Tongue: English
Leaves: 385
Series: The Current Issues in Finance Series
Edition: 1
Category: Library

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✦ Table of Contents

Front Matter....Pages i-xvi
Introduction, basic concepts and reminders....Pages 1-18
Front Matter....Pages 19-19
The attitude of a rational individual towards risk....Pages 21-50
Portfolio choices....Pages 51-75
The Capital Asset Pricing Model: statement and use....Pages 77-112
Critique and evaluation of the CAPM....Pages 113-149
Front Matter....Pages 151-155
Option pricing by the arbitrage method....Pages 157-203
Option pricing in continuous time....Pages 205-248
Evaluation of the liabilities and assets of a limited company; financial engineering....Pages 249-287
Front Matter....Pages 289-289
The term structure of interest rates....Pages 291-329
The movement of interest rates and the price of bonds....Pages 331-352
Options on interest rates and on interest-sensitive instruments....Pages 353-371
Back Matter....Pages 373-378

✦ Subjects

Financial Economics

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