茨城大学附属図書館 OPAC

目次情報: 続きを見る

	Preface
	Introduction
	Deterministic cash flowstreams
	The basic theory of interest
	Fixed-income securities
	The term structure of interest rates
	Applied interest rate analysis
	Single-period random cash flows
	Mean?variance portfolio theory
	The capital asset pricing model
	Other pricing models
	Data and statistics
	Risk measures
	General principles
	Derivative securities
	Forwards, futures,and swaps
	Models of asset dynamics
	Basic options theory
	Additional options topics
	Interest rate derivatives
	Credit risk
	General cash flowstreams
	Optimal portfolio growth

	Preface
	Introduction
	Deterministic cash flowstreams