In this classic guide, first published in 1973, you'll learn the basic terminology of "The Street" and how to navigate it with the help of a user-friendly, long-range investment strategy. Drawing on his own varied experience as an economist, financial adviser, and successful inv…
Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-varia…
"Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-va…
Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-varia…
PART 1. DERIVATIVES VALUATION. 1. Introduction: Discounted Cash Flow Method. 2. Equity Market: the Capital Asset Pricing Model. 3. Bond Markets: the Bond Model. 4. Equity Options: the Black-Scholes Model. 5. Interest Rate Derivatives: Interest Rate Models. 6. Implied Volatility …
"The Oxford guide to financial modeling presents the financial models of stock and bond options, exotic options, investment-grade and high-yield bonds, convertible bonds, mortgage-backed securities, credit derivatives, liabilities of financial institutions, the business model, a…
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often de…
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of?Risk-Neutral Valuation?, the authors have thoroughly revised the …
"This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, cu…
"This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, cu…
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of?Risk-Neutral Valuation?, the authors have thoroughly revised the …
"In A Random Walk Down Wall Street you will learn the basic terminology of Wall Street, how to navigate its turbulence, and how to beat the pros at their own game - with a user-friendly, long-range investment strategy that really works. Skilled in the ways of Wall Street, Malkie…
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising recent theoretical development…
Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Clas…
