Technical Guide to Mathematical Finance
portes grátis
Technical Guide to Mathematical Finance
Zweig, Derek
Taylor & Francis Ltd
06/2024
184
Mole
9781032687230
15 a 20 dias
Descrição não disponível.
1. Introduction. 1.1. Notation and Formatting. 2. Basics. 2.1. Time Value of Money. 2.2. Continuous vs. Discrete Compounding. 3. Fixed Income. 3.1. Opportunity Cost of Capital. 3.2. Gordon Growth Model. 4. Time Series Processes. 4.1. Deterministic Processes. 4.2. Stochastic Processes. 5. Derivative Pricing. 5.1. No Arbitrage and Risk-Neutral Probabilities. 5.2. Black-Scholes-Merton Differential Equation. 5.3. The Black-Scholes-Merton Pricing Formula. 6. Modern Portfolio Theory & CAPM. 6.1. Linear Regression. 6.2. Modern Portfolio Theory. 7. Uncertainty & Value. 7.1. Jenson's Inequality. 7.2. Time-Declining Discount Rate. 8. Capital Structure Irrelevance. 8.1. Capital Budgeting. 9. Probability of Default. 9.1. Hazard Rates. 10. Appendix. 10.1. Rule of 72. 10.2. Quadratic Equation. 10.3. Forward Rates from Spot Rates. 10.4. Expected Future Spot Price.
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quantitative finance;quants;investing;hedge funds;derivatives;financial engineering
1. Introduction. 1.1. Notation and Formatting. 2. Basics. 2.1. Time Value of Money. 2.2. Continuous vs. Discrete Compounding. 3. Fixed Income. 3.1. Opportunity Cost of Capital. 3.2. Gordon Growth Model. 4. Time Series Processes. 4.1. Deterministic Processes. 4.2. Stochastic Processes. 5. Derivative Pricing. 5.1. No Arbitrage and Risk-Neutral Probabilities. 5.2. Black-Scholes-Merton Differential Equation. 5.3. The Black-Scholes-Merton Pricing Formula. 6. Modern Portfolio Theory & CAPM. 6.1. Linear Regression. 6.2. Modern Portfolio Theory. 7. Uncertainty & Value. 7.1. Jenson's Inequality. 7.2. Time-Declining Discount Rate. 8. Capital Structure Irrelevance. 8.1. Capital Budgeting. 9. Probability of Default. 9.1. Hazard Rates. 10. Appendix. 10.1. Rule of 72. 10.2. Quadratic Equation. 10.3. Forward Rates from Spot Rates. 10.4. Expected Future Spot Price.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
