Financial economics : with applications to investments, insurance and pensions
/ editor, Harry H. Panier
- xxxi, 669 pages : illustrations
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