000			aam a22 4500
999			_c114326 _d114326
003			OSt
005			20190219204333.0
008			190219b ||||| |||| 00| 0 eng d
020			_a9781118014776
040			_c
082			_a332.015118 _bBRA
100			_aBrandimarte, Paolo _935721
245			_aAn Introduction to Financial Markets: A Quantitative Approach
260			_bJohn Wiley & Sons Inc. _c2018 _aHoboken
300			_a758p
500			_a 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.
600			_aFinance - Mathematical models _935722
600			_aFinancial engineering _935723
942			_2ddc _cLB _k332.015118 _mBRA