The Resource An Introduction to Financial Markets : a Quantitative Approach
An Introduction to Financial Markets : a Quantitative Approach
Resource Information
The item An Introduction to Financial Markets : a Quantitative Approach represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 2 library branches.
Resource Information
The item An Introduction to Financial Markets : a Quantitative Approach represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 2 library branches.
 Summary
 This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout
 Language
 eng
 Extent
 1 online resource (783 pages)
 Note
 ""3.6 A digression: Elementary investment analysis""
 Contents

 ""An Introduction to Financial Markets: A Quantitative Approach""; ""Contents""; ""Preface""; ""About the Companion Website""; ""Part I Overview""; ""1 Financial Markets: Functions, Institutions, and Traded Assets""; ""1.1 What is the purpose of finance?""; ""1.2 Traded assets""; ""1.2.1 The balance sheet""; ""1.2.2 Assets vs. securities""; ""1.2.3 Equity""; ""1.2.4 Fixed income""; ""1.2.5 FOREX markets""; ""1.2.6 Derivatives""; ""1.3 Market participants and their roles""; ""1.3.1 Commercial vs. investment banks""; ""1.3.2 Investment funds and insurance companies""
 ""1.3.3 Dealers and brokers""""1.3.4 Hedgers, speculators, and arbitrageurs""; ""1.4 Market structure and trading strategies""; ""1.4.1 Primary and secondary markets""; ""1.4.2 Overthecounter vs. exchangetraded derivatives""; ""1.4.3 Auction mechanisms and the limit order book""; ""1.4.4 Buying on margin and leverage""; ""1.4.5 Shortselling""; ""1.5 Market indexes""; ""Problems""; ""Further reading""; ""Bibliography""; ""2 Basic Problems in Quantitative Finance""; ""2.1 Portfolio optimization""; ""2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency""
 ""2.1.2 Dynamic decisionmaking under uncertainty: A stylized consumptionâ#x80;#x93;saving model""""2.2 Risk measurement and management""; ""2.2.1 Sensitivity of asset prices to underlying risk factors""; ""2.2.2 Risk measures in a nonnormal world: Valueatrisk""; ""2.2.3 Riskmanagement: Introductory hedging examples""; ""2.2.4 Financial vs. nonfinancial risk factors""; ""2.3 The noarbitrage principle in asset pricing""; ""2.3.1 Why do we need asset pricing models?""; ""2.3.2 Arbitrage strategies""; ""2.3.3 Pricing by noarbitrage""; ""2.3.4 Option pricing in a binomial model""
 ""2.3.5 The limitations of the noarbitrage principle""""2.4 The mathematics of arbitrage""; ""2.4.1 Linearity of the pricing functional and law of one price""; ""2.4.2 Dominant strategies""; ""2.4.3 Noarbitrage principle and riskneutral measures""; ""S2.1 Multiobjective optimization""; ""S2.2 Summary of LP duality""; ""Problems""; ""Further reading""; ""Bibliography""; ""Part II Fixedincome assets""; ""3 Elementary Theory of Interest Rates""; ""3.1 The time value of money: Shifting money forward in time""; ""3.1.1 Simple vs. compounded rates""
 ""3.1.2 Quoted vs. effective rates: Compounding frequencies""""3.2 The time value of money: Shifting money backward in time""; ""3.2.1 Discount factors and pricing a zerocoupon bond""; ""3.2.2 Discount factors vs. interest rates""; ""3.3 Nominal vs. real interest rates""; ""3.4 The term structure of interest rates""; ""3.5 Elementary bond pricing""; ""3.5.1 Pricing couponbearing bonds""; ""3.5.2 Frombond prices to term structures, and vice versa""; ""3.5.3 What is a riskfree rate, anyway?""; ""3.5.4 Yieldtomaturity""; ""3.5.5 Interest rate risk""; ""3.5.6 Pricing floating rate bonds""
 Isbn
 9781119450290
 Label
 An Introduction to Financial Markets : a Quantitative Approach
 Title
 An Introduction to Financial Markets
 Title remainder
 a Quantitative Approach
 Language
 eng
 Summary
 This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout
 Cataloging source
 EBLCP
 http://library.link/vocab/creatorName
 Brandimarte, Paolo
 Dewey number
 332
 Index
 index present
 LC call number
 HF5470
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/subjectName

 Markets
 BUSINESS & ECONOMICS
 Markets
 Label
 An Introduction to Financial Markets : a Quantitative Approach
 Note
 ""3.6 A digression: Elementary investment analysis""
 Antecedent source
 file reproduced from an electronic resource
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 ""An Introduction to Financial Markets: A Quantitative Approach""; ""Contents""; ""Preface""; ""About the Companion Website""; ""Part I Overview""; ""1 Financial Markets: Functions, Institutions, and Traded Assets""; ""1.1 What is the purpose of finance?""; ""1.2 Traded assets""; ""1.2.1 The balance sheet""; ""1.2.2 Assets vs. securities""; ""1.2.3 Equity""; ""1.2.4 Fixed income""; ""1.2.5 FOREX markets""; ""1.2.6 Derivatives""; ""1.3 Market participants and their roles""; ""1.3.1 Commercial vs. investment banks""; ""1.3.2 Investment funds and insurance companies""
 ""1.3.3 Dealers and brokers""""1.3.4 Hedgers, speculators, and arbitrageurs""; ""1.4 Market structure and trading strategies""; ""1.4.1 Primary and secondary markets""; ""1.4.2 Overthecounter vs. exchangetraded derivatives""; ""1.4.3 Auction mechanisms and the limit order book""; ""1.4.4 Buying on margin and leverage""; ""1.4.5 Shortselling""; ""1.5 Market indexes""; ""Problems""; ""Further reading""; ""Bibliography""; ""2 Basic Problems in Quantitative Finance""; ""2.1 Portfolio optimization""; ""2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency""
 ""2.1.2 Dynamic decisionmaking under uncertainty: A stylized consumptionâ#x80;#x93;saving model""""2.2 Risk measurement and management""; ""2.2.1 Sensitivity of asset prices to underlying risk factors""; ""2.2.2 Risk measures in a nonnormal world: Valueatrisk""; ""2.2.3 Riskmanagement: Introductory hedging examples""; ""2.2.4 Financial vs. nonfinancial risk factors""; ""2.3 The noarbitrage principle in asset pricing""; ""2.3.1 Why do we need asset pricing models?""; ""2.3.2 Arbitrage strategies""; ""2.3.3 Pricing by noarbitrage""; ""2.3.4 Option pricing in a binomial model""
 ""2.3.5 The limitations of the noarbitrage principle""""2.4 The mathematics of arbitrage""; ""2.4.1 Linearity of the pricing functional and law of one price""; ""2.4.2 Dominant strategies""; ""2.4.3 Noarbitrage principle and riskneutral measures""; ""S2.1 Multiobjective optimization""; ""S2.2 Summary of LP duality""; ""Problems""; ""Further reading""; ""Bibliography""; ""Part II Fixedincome assets""; ""3 Elementary Theory of Interest Rates""; ""3.1 The time value of money: Shifting money forward in time""; ""3.1.1 Simple vs. compounded rates""
 ""3.1.2 Quoted vs. effective rates: Compounding frequencies""""3.2 The time value of money: Shifting money backward in time""; ""3.2.1 Discount factors and pricing a zerocoupon bond""; ""3.2.2 Discount factors vs. interest rates""; ""3.3 Nominal vs. real interest rates""; ""3.4 The term structure of interest rates""; ""3.5 Elementary bond pricing""; ""3.5.1 Pricing couponbearing bonds""; ""3.5.2 Frombond prices to term structures, and vice versa""; ""3.5.3 What is a riskfree rate, anyway?""; ""3.5.4 Yieldtomaturity""; ""3.5.5 Interest rate risk""; ""3.5.6 Pricing floating rate bonds""
 Control code
 1007928362
 Dimensions
 unknown
 Extent
 1 online resource (783 pages)
 File format
 one file format
 Form of item
 online
 Isbn
 9781119450290
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Quality assurance targets
 unknown
 Reformatting quality
 unknown
 Specific material designation
 remote
 System control number
 (OCoLC)1007928362
 Label
 An Introduction to Financial Markets : a Quantitative Approach
 Note
 ""3.6 A digression: Elementary investment analysis""
 Antecedent source
 file reproduced from an electronic resource
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 ""An Introduction to Financial Markets: A Quantitative Approach""; ""Contents""; ""Preface""; ""About the Companion Website""; ""Part I Overview""; ""1 Financial Markets: Functions, Institutions, and Traded Assets""; ""1.1 What is the purpose of finance?""; ""1.2 Traded assets""; ""1.2.1 The balance sheet""; ""1.2.2 Assets vs. securities""; ""1.2.3 Equity""; ""1.2.4 Fixed income""; ""1.2.5 FOREX markets""; ""1.2.6 Derivatives""; ""1.3 Market participants and their roles""; ""1.3.1 Commercial vs. investment banks""; ""1.3.2 Investment funds and insurance companies""
 ""1.3.3 Dealers and brokers""""1.3.4 Hedgers, speculators, and arbitrageurs""; ""1.4 Market structure and trading strategies""; ""1.4.1 Primary and secondary markets""; ""1.4.2 Overthecounter vs. exchangetraded derivatives""; ""1.4.3 Auction mechanisms and the limit order book""; ""1.4.4 Buying on margin and leverage""; ""1.4.5 Shortselling""; ""1.5 Market indexes""; ""Problems""; ""Further reading""; ""Bibliography""; ""2 Basic Problems in Quantitative Finance""; ""2.1 Portfolio optimization""; ""2.1.1 Static portfolio optimization: Meanâ#x80;#x93;variance efficiency""
 ""2.1.2 Dynamic decisionmaking under uncertainty: A stylized consumptionâ#x80;#x93;saving model""""2.2 Risk measurement and management""; ""2.2.1 Sensitivity of asset prices to underlying risk factors""; ""2.2.2 Risk measures in a nonnormal world: Valueatrisk""; ""2.2.3 Riskmanagement: Introductory hedging examples""; ""2.2.4 Financial vs. nonfinancial risk factors""; ""2.3 The noarbitrage principle in asset pricing""; ""2.3.1 Why do we need asset pricing models?""; ""2.3.2 Arbitrage strategies""; ""2.3.3 Pricing by noarbitrage""; ""2.3.4 Option pricing in a binomial model""
 ""2.3.5 The limitations of the noarbitrage principle""""2.4 The mathematics of arbitrage""; ""2.4.1 Linearity of the pricing functional and law of one price""; ""2.4.2 Dominant strategies""; ""2.4.3 Noarbitrage principle and riskneutral measures""; ""S2.1 Multiobjective optimization""; ""S2.2 Summary of LP duality""; ""Problems""; ""Further reading""; ""Bibliography""; ""Part II Fixedincome assets""; ""3 Elementary Theory of Interest Rates""; ""3.1 The time value of money: Shifting money forward in time""; ""3.1.1 Simple vs. compounded rates""
 ""3.1.2 Quoted vs. effective rates: Compounding frequencies""""3.2 The time value of money: Shifting money backward in time""; ""3.2.1 Discount factors and pricing a zerocoupon bond""; ""3.2.2 Discount factors vs. interest rates""; ""3.3 Nominal vs. real interest rates""; ""3.4 The term structure of interest rates""; ""3.5 Elementary bond pricing""; ""3.5.1 Pricing couponbearing bonds""; ""3.5.2 Frombond prices to term structures, and vice versa""; ""3.5.3 What is a riskfree rate, anyway?""; ""3.5.4 Yieldtomaturity""; ""3.5.5 Interest rate risk""; ""3.5.6 Pricing floating rate bonds""
 Control code
 1007928362
 Dimensions
 unknown
 Extent
 1 online resource (783 pages)
 File format
 one file format
 Form of item
 online
 Isbn
 9781119450290
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Quality assurance targets
 unknown
 Reformatting quality
 unknown
 Specific material designation
 remote
 System control number
 (OCoLC)1007928362
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