Mathematical Financial Economics

Igor V. Evstigneev (), Thorsten Hens () and Klaus Schenk-Hoppé
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Igor V. Evstigneev: University of Manchester
Thorsten Hens: University of Manchester

in Springer Texts in Business and Economics from Springer

Date: 2015
Edition: 2015
ISBN: 978-3-319-16571-4
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Chapters in this book:

Ch 1 Portfolio Selection: Introductory Comments

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 2 Mean-Variance Portfolio Analysis: The Markowitz Model

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 3 Solution to the Markowitz Optimization Problem

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 4 Properties of Efficient Portfolios

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 5 The Markowitz Model with a Risk-Free Asset

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 6 Efficient Portfolios in a Market with a Risk-Free Asset

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 7 Capital Asset Pricing Model (CAPM)

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 8 CAPM Continued

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 9 Factor Models and the Ross-Huberman APT

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 10 Problems and Exercises I

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 11 Dynamic Securities Market Model

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 12 Risk-Neutral Pricing

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 13 The Cox–Ross–Rubinstein Binomial Model

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 14 American Derivative Securities

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 15 From Binomial Model to Black–Scholes Formula

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 16 Problems and Exercises II

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 17 Capital Growth Theory

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 18 Capital Growth Theory: Continued

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 19 General Equilibrium Analysis of Financial Markets

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 20 Behavioral Equilibrium and Evolutionary Dynamics

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 21 Problems and Exercises III

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-319-16571-4

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DOI: 10.1007/978-3-319-16571-4

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