Brandimarte:

An Introduction to Financial Markets: A Quantitative Approach

Student Companion Site

Table Of Contents

Chapter 1: Financial Markets: Functions, Institutions, and Traded Assets

Chapter 2: Basic Problems in Quantitative Finance

Chapter 3: Elementary Theory of Interest Rates

Chapter 4: Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps

Chapter 5: Fixed-Income Markets

Chapter 6: Interest Rate Risk Management

Chapter 7: Decision-Making under Uncertainty: The Static Case

Chapter 8: Mean–Variance Efficient Portfolios

Chapter 9: Factor Models

Chapter 10: Equilibrium Models: CAPM and APT

Chapter 11: Modeling Dynamic Uncertainty

Chapter 12: Forward and Futures Contracts

Chapter 13: Option Pricing: Complete Markets

Chapter 14: Option Pricing: Incomplete Markets

Chapter 15: Optimization Model Building

Chapter 16: Optimization Model Solving
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