In the desire to invest and protect their revenues, both large multinational corporations, and individual small investors want to minimize the risk that accompanies the activity on financial markets. The authors present, chronologically, in a systematic way, the most important researchers in financial markets - foreign and Romanian - and their contributions with those applications in practice, some of which are still used today.
Comprised of eleven chapters, the book begins with defining the basic concepts and terms which the sector operates, continuing with the presentation of concrete types of financial assets, then their description in detail, including goods which are in connection with them.
The evolution of financial asset prices is followed by building models based on effective market features, deep into their study by addressing the behavior of a portfolio investment strategy, forward and futures, properties of options vanilla, different combinations, mathematical models, forms options, numerical methods.
The book is illustrated and filled with reference theories existing of each case, with examples, benefiting from an accessible style, so, although it is mainly addressed to those familiar with mathematical knowledge, much of the contents can be understood independently of specialized content.
Modeling of the decision on financial markets
Autors: Catalin Arsene, Dumitru Marin
Year of appearance: 2008
ISBN: 978-973-594-977-8
31,00 lei
In stock: NO
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