MARC details
| 000 -LEADER |
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| fixed length control field |
02581cam a22002655i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319165714 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
512.02433 |
| Item number |
EVS/M |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Evstigneev, Igor V |
| 245 10 - TITLE STATEMENT |
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| Title |
Mathematical Financial Economics : |
| Remainder of title |
a basic Introduction / |
| Statement of responsibility, etc. |
by Igor V Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
1st ed. 2015. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
London : |
| Name of publisher, distributor, etc. |
Springer, |
| Date of publication, distribution, etc. |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
224p. : |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Springer Texts in Business and Economics, |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics, Mathematical |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Macroeconomics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Macroeconomics/Monetary Economics//Financial Economics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Quantitative Finance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Hens, Thorsten |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Schenk-Hoppé, Klaus Reiner |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
