TY - BOOK AU - Brandimarte, Paolo TI - An Introduction to Financial Markets: A Quantitative Approach SN - 9781118014776 U1 - 332.015118 PY - 2018/// CY - Hoboken PB - John Wiley & Sons Inc. KW - Finance - Mathematical models KW - Financial engineering N1 - 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 ER -