Capital Market Finance
Patrice Poncet () and
Roland Portait ()
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Patrice Poncet: ESSEC Business School
Roland Portait: ESSEC Business School
in Springer Texts in Business and Economics from Springer
Date: 2022
ISBN: 978-3-030-84600-8
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Chapters in this book:
- Ch 1 Introduction: Economics and Organization of Financial Markets
- Patrice Poncet and Roland Portait
- Ch 2 Basic Finance: Interest Rates, DiscountingDiscounting, Investments, Loans
- Patrice Poncet and Roland Portait
- Ch 3 The Money Market and Its Interbank Segment
- Patrice Poncet and Roland Portait
- Ch 4 The Bond Markets
- Patrice Poncet and Roland Portait
- Ch 5 Introduction to the Analysis of Interest Rate and Credit RisksCredit risks
- Patrice Poncet and Roland Portait
- Ch 6 The Term Structure of Interest RatesTerm structure of interest rates
- Patrice Poncet and Roland Portait
- Ch 7 Vanilla Vanillas Floating RateFloating rates Instruments and Swaps
- Patrice Poncet and Roland Portait
- Ch 8 StocksStocks, Stock Stocks Markets, and Stock Stocks Indices
- Patrice Poncet and Roland Portait
- Ch 9 Futures and Forwards
- Patrice Poncet and Roland Portait
- Ch 10 Options (I): General Description, Parity Relations, Basic Concepts, and Valuation Using the Binomial Model
- Patrice Poncet and Roland Portait
- Ch 11 Options (II): Continuous-Time Models, Black–Scholes and Extensions
- Patrice Poncet and Roland Portait
- Ch 12 Option Portfolio Strategies: Tools and Methods
- Patrice Poncet and Roland Portait
- Ch 13 American Option Américaine Options American options and Numerical Methods
- Patrice Poncet and Roland Portait
- Ch 14 *Exotic OptionsExotic options
- Patrice Poncet and Roland Portait
- Ch 15 Futures Markets (2): Contracts on Interest Rates
- Patrice Poncet and Roland Portait
- Ch 16 Interest Rate Instruments: Valuation with the BSM ModelÉvaluation BSM (modèle), Hybrids Hybrids, and Structured Produits structurés Products Structured products
- Patrice Poncet and Roland Portait
- Ch 17 Modeling Interest Rates and Options on Interest Rates
- Patrice Poncet and Roland Portait
- Ch 18 Elements of Stochastic Calculus
- Patrice Poncet and Roland Portait
- Ch 19 *The Mathematical Framework of Financial Markets Theory
- Patrice Poncet and Roland Portait
- Ch 20 The State VariablesState variables Model and the Valuation Valuations Partial Differential EquationPartial differential equation (PDE)
- Patrice Poncet and Roland Portait
- Ch 21 Choice Under Uncertainty and Portfolio Optimization in a Static Framework: The Markowitz Model
- Patrice Poncet and Roland Portait
- Ch 22 The Capital Asset Pricing Model
- Patrice Poncet and Roland Portait
- Ch 23 Arbitrage Arbitrage Pricing Theory (APT) APT Pricing Theory and Multi-factor ModelsMulti-factor models
- Patrice Poncet and Roland Portait
- Ch 24 Strategic Portfolio Allocation
- Patrice Poncet and Roland Portait
- Ch 25 BenchmarkingBenchmarking and Tactical Asset AllocationTactical asset allocation
- Patrice Poncet and Roland Portait
- Ch 26 Monte Simulation de Monte Carlo Carlo Simulations
- Patrice Poncet and Roland Portait
- Ch 27 Value at Risk Value at Risk, Expected ShorfallExpected Shortfall, and Other Risk Measures
- Patrice Poncet and Roland Portait
- Ch 28 Modeling Risque de crédit Credit Risk (1): ÉvaluationCredit Risk Risque de créditAssessment and Empirical Analysis
- Patrice Poncet and Roland Portait
- Ch 29 Modeling Credit RiskCredit risks (2): Credit-VaRCredit-VaR and Operational Methods for Credit RiskCredit risks Management
- Patrice Poncet and Roland Portait
- Ch 30 Credit DerivativesCredit derivatives, Securitization Securitizations, and Introduction to xVA
- Patrice Poncet and Roland Portait
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-030-84600-8
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DOI: 10.1007/978-3-030-84600-8
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