Introduction 1 1 A Brief History of Finance Theory 3 2 Two-Date Models: Complete Markets 12 3 Incomplete Markets with Production 27 4 Arbitrage and Asset-Pricing:lnduced-Preference Approach 37 5 Martingale Pricing Methods 50 6 Representati...
Contents 1 If you are so smart, why aint you rich? 6 2 Consumption-Based model 7 2.1 Marginal rate of substitution/stochastic discount factor . . . . . . . . . . 11 2.2 Risk Corrections - The CAPM . . . . . . . . . . . . . . . . . . . . ....
Contents List of figures; List of tables; Preface to the third edition; 1. Introduction; 2. Univariate linear stochastic models: basic concepts; 3. Univariate linear stochastic models: testing for unit roots and alternative trend specifica...
BOYS WILL BE BOYS: GENDER, OVERCONFIDENCE, AND COMMON STOCK INVESTMENT* BRAD M. BARBER AND TERRANCE ODEAN...
Contents Preface xi Acknowledgements xv 1 Introduction 1 1.1 Financial Assets 1 1.2 Derivative Securities 3 1.2.1 Options 3 1.2.2 Prices of Options on the SP 500 Index 5 1.3 Modelling Assumptions 7 1.4 Arbitrage 9 2 Financial Mathematics i...
Contents Notation 8 Preliminaries 12 1 Firms Value Models 14 1.1 The Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 1.1.1 In this section you will learn . . . . . . . . . . . . . . . . . . . . . . . . ....
Contents 1 Introduction 1.1 Introduction 1 1.2 Organization of This Thesis 2 2 Background 2.1 Monte Carlo Simulation 3 2.2 Estimating the Greeks Using Simulation 4 2.3 Antithetic Variates 5 3 Quasi-Monte Carlo Methods 3.1 Low Discrepancy S...
Derivative Securities G63.2791, Fall 2004 Mondays 7:109:00pm 109 WWH Instructor: Robert V. Kohn. Office: 612 Warren Weaver Hall. Phone: 998-3217. Email: kohn@cims.nyu.edu . Office hours: Mondays 5-6pm, Wednesdays 5-6pm , after class or by...
Classical book in mathematical finance. A concise introduction to stochastic calculus. Must- have for people interested in Financial engineering. Must have... Contents: Chapter1: Introduction Chapter2: discrete process Chapter3: continuous...
Financial Derivatives.pdf (Page: 336) 3rd Edition. [2003.ISBN0471232327] John Wiley Sons, Inc. ROBERT W. KOLB JAMES A. OVERDAHL Financial Derivatives introduces the broad range of markets for financial derivatives. A financial derivative i...
