Solutions Manual for Introduction to the Economics and Mathematics of Financial Markets

by Cvitanic, Zapatero

ISBN: 9780262307857 | Copyright 2004

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Contents (pg. i)
Introduction (pg. 1)
1 Financial Markets (pg. 1)
2 Interest Rates (pg. 5)
3 Models of Securities Prices in Financial Markets (pg. 9)
4 Optimal Consumption/Portfolio Strategies (pg. 15)
5 Risk (pg. 23)
6 Arbitrage and Risk-neutral Pricing (pg. 27)
7 Option Pricing (pg. 33)
8 Fixed Income Market Models and Derivatives (pg. 41)
9 Hedging (pg. 47)
10 Bond Hedging (pg. 51)
11 Numerical Methods (pg. 53)
12 Equilibrium Fundamentals (pg. 55)
13 CAPM (pg. 59)

Jaksa Cvitanic

Jaksa Cvitanic is Professor of Mathematical Finance at the California Institute of Technology and Professor of Finance at EDHEC Business School.


Fernando Zapatero

Fernando Zapatero is Robert G. Kirby Chair in Behavioral Finance and Professor of Finance and Business Economics at the University of Southern California.


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