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Brandimarte, Paolo

An Introduction to Financial Markets: A Quantitative Approach - Hoboken John Wiley & Sons Inc. 2018 - 758p

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.

ISBN: 9781118014776

Subjects--Personal Names:
Finance - Mathematical models
Financial engineering

Dewey Class. No.: 332.015118 / BRA