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Financial economics : with applications to investments, insurance and pensions / editor, Harry H. Panier

Contributor(s): Material type: TextTextPublisher: Schaumburg, Illinois : Actuarial Foundation, [1998]Description: xxxi, 669 pages : illustrationsContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0938959484
Subject(s): DDC classification:
  • 332
Contents:
Financial markets
Derivative securities
Interest rate risk and immunization
Equilibrium pricing
No-arbitrage pricing theory
Options and other derivatives
Term structure models
Portfolio selection
Investment return models
Option pricing in continuous time
No-arbitrage pricing theory--advanced
Probability background
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Holdings
Item type Current library Collection Call number Status Barcode
Book Book Greater Project 4 Branch Reference Section Circulation C 332 F491 1998 (Browse shelf(Opens below)) Available 127252d

Includes bibliographical references (pages 645-558) and index.

Financial markets

Derivative securities

Interest rate risk and immunization

Equilibrium pricing

No-arbitrage pricing theory

Options and other derivatives

Term structure models

Portfolio selection

Investment return models

Option pricing in continuous time

No-arbitrage pricing theory--advanced

Probability background

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