Mathematical Techniques in Finance. Amir Sadr. Читать онлайн. Newlib. NEWLIB.NET

Автор: Amir Sadr
Издательство: John Wiley & Sons Limited
Серия:
Жанр произведения: Личные финансы
Год издания: 0
isbn: 9781119838418
Скачать книгу
ection id="u4f5b16ec-8864-5f36-9bfe-23ad2411c167">

      

      Table of Contents

      1  Cover

      2  Title Page

      3  Copyright

      4  Dedication

      5  Preface BACKGROUND BOOK STRUCTURE

      6  Acknowledgments

      7  About the Author

      8  Acronyms

      9  CHAPTER 1: Finance 1.1 FOLLOW THE MONEY 1.2 FINANCIAL MARKETS AND PARTICIPANTS 1.3 QUANTITATIVE FINANCE

      10  CHAPTER 2: Rates, Yields, Bond Math 2.1 INTEREST RATES 2.2 ARBITRAGE, LAW OF ONE PRICE 2.3 PRICE‐YIELD FORMULA 2.4 SOLVING FOR YIELD: ROOT SEARCH 2.5 PRICE RISK 2.6 LEVEL PAY LOAN 2.7 YIELD CURVE EXERCISES PYTHON PROJECTS

      11  CHAPTER 3: Investment Theory 3.1 UTILITY THEORY 3.2 PORTFOLIO SELECTION 3.3 CAPITAL ASSET PRICING MODEL 3.4 FACTORS 3.5 MEAN‐VARIANCE EFFICIENCY AND UTILITY 3.6 INVESTMENTS IN PRACTICE REFERENCES EXERCISES PYTHON PROJECTS

      12  CHAPTER 4: Forwards and Futures 4.1 FORWARDS 4.2 FUTURES CONTRACTS 4.3 STOCK DIVIDENDS 4.4 FORWARD FOREIGN CURRENCY EXCHANGE RATE 4.5 FORWARD INTEREST RATES REFERENCES EXERCISES

      13  CHAPTER 5: Risk‐Neutral Valuation 5.1 CONTINGENT CLAIMS 5.2 BINOMIAL MODEL 5.3 FROM ONE TIME‐STEP TO TWO 5.4 RELATIVE PRICES REFERENCES EXERCISES

      14  CHAPTER 6: Option Pricing 6.1 RANDOM WALK AND BROWNIAN MOTION 6.2 BLACK‐SCHOLES‐MERTON CALL FORMULA 6.3 IMPLIED VOLATILITY 6.4 GREEKS 6.5 DIFFUSIONS, ITO 6.6 CRR BINOMIAL MODEL 6.7 AMERICAN‐STYLE OPTIONS 6.8 PATH‐DEPENDENT OPTIONS 6.9 EUROPEAN OPTIONS IN PRACTICE REFERENCES EXERCISES PYTHON PROJECTS

      15  CHAPTER 7: Interest Rate Derivatives 7.1 TERM STRUCTURE OF INTEREST RATES 7.2 INTEREST RATE SWAPS 7.3 INTEREST RATE DERIVATIVES 7.4 INTEREST RATE MODELS 7.5 BERMUDAN SWAPTIONS 7.6 TERM STRUCTURE MODELS 7.7 INTEREST RATE DERIVATIVES IN PRACTICE REFERENCES EXERCISES

      16  APPENDIX A: Math and Probability Review A.1 CALCULUS AND DIFFERENTIATION RULES Скачать книгу