An intuitive introduction to finance and derivatives: concepts, terminology and models
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cham
Springer
[2023]
|
| Series: | Springer texts in business and economics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | viii, 86 Seiten Diagramme |
| ISBN: | 9783031234521 |
| ISSN: | 2192-4333 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents 1 Preliminaries................................................................................................... 1.1 What Is Finance?............................................................................... 1.2 Returns and Interest Rates.................................................................. References................................................................................................... 1 1 5 8 2 Risk and Expected Utility.............................................................................. 2.1 Risk Measures.................................................................................... 2.2 Utility and the Expected Utility Hypothesis.......................... References................................................................................................... 9 11 13 18 3 Market Pricing and Market Efficiency...................................................... 3.1 The Efficient-Market Hypothesis....................................................... 3.2 Implications....................................................................................... References................................................................................................... 21 22 24 28 4 Modern Portfolio Theory............................................................................... References................................................................................................... 29 36 5 Asset Pricing.................................................................................................... 37 5.1
TheCAPM......................................................................................... 38 5.2 Factor Models..................................................................................... 43 References................................................................................................... 49 6 Introduction to Derivatives.............................. 6.1 Forward Contracts ............................................................................. 6.2 Options.............................................................................................. References................................................................................................... 51 52 56 61 7 Arbitrage- and Model-Free Pricing Methods............................................ 7.1 Arbitrage............................................................................................. 7.2 Pricing and Hedging Forwards.......................................................... 7.3 Model-Free Option Analysis............................................................. References................................................................................................... 63 63 65 69 72 vii
viii 8 Contents Modelling, Pricing, and Hedging.............................................................. 8.1 The One-Period Binomial Model....................................................... 8.2 The Black-Scholes-Merton Model.................................................... 8.3 Beyond Black-Scholes-Merton.......................................................... References.................................................................................................... 73 73 77 83 86
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| adam_txt |
Contents 1 Preliminaries. 1.1 What Is Finance?. 1.2 Returns and Interest Rates. References. 1 1 5 8 2 Risk and Expected Utility. 2.1 Risk Measures. 2.2 Utility and the Expected Utility Hypothesis. References. 9 11 13 18 3 Market Pricing and Market Efficiency. 3.1 The Efficient-Market Hypothesis. 3.2 Implications. References. 21 22 24 28 4 Modern Portfolio Theory. References. 29 36 5 Asset Pricing. 37 5.1
TheCAPM. 38 5.2 Factor Models. 43 References. 49 6 Introduction to Derivatives. 6.1 Forward Contracts . 6.2 Options. References. 51 52 56 61 7 Arbitrage- and Model-Free Pricing Methods. 7.1 Arbitrage. 7.2 Pricing and Hedging Forwards. 7.3 Model-Free Option Analysis. References. 63 63 65 69 72 vii
viii 8 Contents Modelling, Pricing, and Hedging. 8.1 The One-Period Binomial Model. 8.2 The Black-Scholes-Merton Model. 8.3 Beyond Black-Scholes-Merton. References. 73 73 77 83 86 |
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| author | Backwell, Alex |
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| dewey-full | 658.155 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.155 |
| dewey-search | 658.155 |
| dewey-sort | 3658.155 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T21:47:47Z |
| indexdate | 2024-07-10T09:48:56Z |
| institution | BVB |
| isbn | 9783031234521 |
| issn | 2192-4333 |
| language | English |
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| physical | viii, 86 Seiten Diagramme |
| publishDate | 2023 |
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| series2 | Springer texts in business and economics |
| spelling | Backwell, Alex Verfasser (DE-588)128781770X aut An intuitive introduction to finance and derivatives concepts, terminology and models Alex Backwell Cham Springer [2023] viii, 86 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Springer texts in business and economics 2192-4333 Risk Management Capital Markets Financial Economics Financial Engineering Financial risk management Capital market Finance Financial engineering Erscheint auch als Online-Ausgabe 978-3-031-23453-8 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034153050&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Backwell, Alex An intuitive introduction to finance and derivatives concepts, terminology and models Risk Management Capital Markets Financial Economics Financial Engineering Financial risk management Capital market Finance Financial engineering |
| title | An intuitive introduction to finance and derivatives concepts, terminology and models |
| title_auth | An intuitive introduction to finance and derivatives concepts, terminology and models |
| title_exact_search | An intuitive introduction to finance and derivatives concepts, terminology and models |
| title_exact_search_txtP | An intuitive introduction to finance and derivatives concepts, terminology and models |
| title_full | An intuitive introduction to finance and derivatives concepts, terminology and models Alex Backwell |
| title_fullStr | An intuitive introduction to finance and derivatives concepts, terminology and models Alex Backwell |
| title_full_unstemmed | An intuitive introduction to finance and derivatives concepts, terminology and models Alex Backwell |
| title_short | An intuitive introduction to finance and derivatives |
| title_sort | an intuitive introduction to finance and derivatives concepts terminology and models |
| title_sub | concepts, terminology and models |
| topic | Risk Management Capital Markets Financial Economics Financial Engineering Financial risk management Capital market Finance Financial engineering |
| topic_facet | Risk Management Capital Markets Financial Economics Financial Engineering Financial risk management Capital market Finance Financial engineering |
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