Mathematical Financial Economics

Igor Evstigneev, Thorsten Hens () and Klaus Schenk-Hoppé
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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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Citations: View citations in EconPapers (8)

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Chapters in this book:

Ch 1 Portfolio Selection: Introductory Comments

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 2 Mean-Variance Portfolio Analysis: The Markowitz Model

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 3 Solution to the Markowitz Optimization Problem

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 4 Properties of Efficient Portfolios

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 5 The Markowitz Model with a Risk-Free Asset

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

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

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 7 Capital Asset Pricing Model (CAPM)

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 8 CAPM Continued

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 9 Factor Models and the Ross-Huberman APT

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 10 Problems and Exercises I

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 11 Dynamic Securities Market Model

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 12 Risk-Neutral Pricing

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 13 The Cox–Ross–Rubinstein Binomial Model

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 14 American Derivative Securities

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 15 From Binomial Model to Black–Scholes Formula

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 16 Problems and Exercises II

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 17 Capital Growth Theory

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 18 Capital Growth Theory: Continued

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 19 General Equilibrium Analysis of Financial Markets

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 20 Behavioral Equilibrium and Evolutionary Dynamics

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

Ch 21 Problems and Exercises III

Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé

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

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