Capital Market Finance
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-030-84600-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Patrice Poncet & Roland Portait, 2022. "Introduction: Economics and Organization of Financial Markets," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 1, pages 1-35, Springer.
- Patrice Poncet & Roland Portait, 2022. "Basic Finance: Interest Rates, DiscountingDiscounting, Investments, Loans," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 2, pages 39-92, Springer.
- Patrice Poncet & Roland Portait, 2022. "The Money Market and Its Interbank Segment," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 3, pages 93-118, Springer.
- Patrice Poncet & Roland Portait, 2022. "The Bond Markets," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 4, pages 119-148, Springer.
- Patrice Poncet & Roland Portait, 2022. "Introduction to the Analysis of Interest Rate and Credit RisksCredit risks," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 5, pages 149-176, Springer.
- Patrice Poncet & Roland Portait, 2022. "The Term Structure of Interest RatesTerm structure of interest rates," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 6, pages 177-204, Springer.
- Patrice Poncet & Roland Portait, 2022. "Vanilla Vanillas Floating RateFloating rates Instruments and Swaps," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 7, pages 205-253, Springer.
- Patrice Poncet & Roland Portait, 2022. "StocksStocks, Stock Stocks Markets, and Stock Stocks Indices," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 8, pages 255-308, Springer.
- Patrice Poncet & Roland Portait, 2022. "Futures and Forwards," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 9, pages 311-352, Springer.
- Patrice Poncet & Roland Portait, 2022. "Options (I): General Description, Parity Relations, Basic Concepts, and Valuation Using the Binomial Model," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 10, pages 353-397, Springer.
- Patrice Poncet & Roland Portait, 2022. "Options (II): Continuous-Time Models, Black–Scholes and Extensions," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 11, pages 399-452, Springer.
- Patrice Poncet & Roland Portait, 2022. "Option Portfolio Strategies: Tools and Methods," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 12, pages 453-499, Springer.
- Patrice Poncet & Roland Portait, 2022. "American Option Américaine Options American options and Numerical Methods," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 13, pages 501-548, Springer.
- Patrice Poncet & Roland Portait, 2022. "*Exotic OptionsExotic options," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 14, pages 549-605, Springer.
- Patrice Poncet & Roland Portait, 2022. "Futures Markets (2): Contracts on Interest Rates," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 15, pages 607-666, Springer.
- Patrice Poncet & Roland Portait, 2022. "Interest Rate Instruments: Valuation with the BSM ModelÉvaluation BSM (modèle) , Hybrids Hybrids, and Structured Produits structurés Products Structured products," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 16, pages 667-717, Springer.
- Patrice Poncet & Roland Portait, 2022. "Modeling Interest Rates and Options on Interest Rates," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 17, pages 719-763, Springer.
- Patrice Poncet & Roland Portait, 2022. "Elements of Stochastic Calculus," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 18, pages 765-796, Springer.
- Patrice Poncet & Roland Portait, 2022. "*The Mathematical Framework of Financial Markets Theory," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 19, pages 797-846, Springer.
- Patrice Poncet & Roland Portait, 2022. "The State VariablesState variables Model and the Valuation Valuations Partial Differential EquationPartial differential equation (PDE)," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 20, pages 847-869, Springer.
- Patrice Poncet & Roland Portait, 2022. "Choice Under Uncertainty and Portfolio Optimization in a Static Framework: The Markowitz Model," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 21, pages 873-928, Springer.
- Patrice Poncet & Roland Portait, 2022. "The Capital Asset Pricing Model," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 22, pages 929-962, Springer.
- Patrice Poncet & Roland Portait, 2022. "Arbitrage Arbitrage Pricing Theory (APT) APT Pricing Theory and Multi-factor ModelsMulti-factor models," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 23, pages 963-990, Springer.
- Patrice Poncet & Roland Portait, 2022. "Strategic Portfolio Allocation," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 24, pages 991-1029, Springer.
- Patrice Poncet & Roland Portait, 2022. "BenchmarkingBenchmarking and Tactical Asset AllocationTactical asset allocation," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 25, pages 1031-1060, Springer.
- Patrice Poncet & Roland Portait, 2022. "Monte Simulation de Monte Carlo Carlo Simulations," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 26, pages 1063-1102, Springer.
- Patrice Poncet & Roland Portait, 2022. "Value at Risk Value at Risk, Expected ShorfallExpected Shortfall, and Other Risk Measures," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 27, pages 1103-1169, Springer.
- Patrice Poncet & Roland Portait, 2022. "Modeling Risque de crédit Credit Risk (1): ÉvaluationCredit Risk Risque de créditAssessment and Empirical Analysis," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 28, pages 1171-1220, Springer.
- Patrice Poncet & Roland Portait, 2022. "Modeling Credit RiskCredit risks (2): Credit-VaRCredit-VaR and Operational Methods for Credit RiskCredit risks Management," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 29, pages 1221-1277, Springer.
- Patrice Poncet & Roland Portait, 2022. "Credit DerivativesCredit derivatives, Securitization Securitizations , and Introduction to xVA," Springer Texts in Business and Economics, in: Capital Market Finance, chapter 30, pages 1279-1346, Springer.
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