An Introduction to Financial Markets: A Quantitative Approach

By:

Brandimarte, Paolo

Material type: Text

TextPublication details: John Wiley & Sons Inc. 2018 HobokenDescription: 758pISBN:

9781118014776

Subject(s):

DDC classification:

332.015118 BRA

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.015118 BRA (Browse shelf(Opens below))	Available		M0034439

Total holds: 0

Part I Overview
1. Financial Markets: Functions, Institutions, and Traded Assets
2. Basic Problems in Quantitative Finance
Part II Fixed-income assets
3. Elementary Theory of Interest Rates
4. Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps
5. Fixed-Income Markets
6. Interest Rate Risk Management
Part III Equity portfolios
7. Decision-Making under Uncertainty: The Static Case
8. Mean-Variance Efficient Portfolios
9. Factor Models
10. Equilibrium Models: CAPM and APT
Part IV Derivatives
11. Modeling Dynamic Uncertainty
12. Forward and Futures Contracts
13. Option Pricing: Complete Markets
14. Option Pricing: Incomplete Markets
Part V Advanced optimization models
15. Optimization Model Building
16. Optimization Model Solving.

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