| 书目名称 | Capital Market Finance | | 副标题 | An Introduction to P | | 编辑 | Patrice Poncet,Roland Portait | | 视频video | | | 概述 | Provides a complete introduction to financial instruments, derivative products, and portfolio management.Offers an in-depth analysis of interest and credit risks and their measures.The self-contained | | 丛书名称 | Springer Texts in Business and Economics | | 图书封面 |  | | 描述 | .This book offers a comprehensive and coherent presentation of almost all aspects of .Capital Market Finance., providing hands-on knowledge of advanced tools from mathematical finance in a practical setting...Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical techniques used by professionals, and books in mathematical finance, which are often more focused on mathematical refinements than on practical uses, this book employs advanced mathematical techniques to cover a broad range of key topics in capital markets. In particular, it covers all primitive assets (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as well as portfolios. Throughout, the authors emphasize the methodological aspects and probabilistic foundations of financial asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is provided as needed, and over 200 fully worked numerical examples illustrate the theory...Base | | 出版日期 | Textbook 2022 | | 关键词 | Credit default swaps; portfolio optimization; financial primitive assets; Money market instruments; Stoc | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-84600-8 | | isbn_ebook | 978-3-030-84600-8Series ISSN 2192-4333 Series E-ISSN 2192-4341 | | issn_series | 2192-4333 | | copyright | Springer Nature Switzerland AG 2022 |
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发表于 2025-3-21 17:20:14
