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The mathematics of financial modeling and investment management (Chapter 1…
The mathematics of financial modeling and investment management
Chapter 1:
From art to engineering in finance
Chapter 2:
Overview of financial markets, financial assets, and market participants
Chapter 3:
Milestones in financial modelling and investment management
Chapter 4:
Principles of calculus
Chapter 5:
Matrix algebra
Chapter 6:
Concepts of probability
Chapter 7:
Optimization
Chapter 8:
Stochastic integrals
Chapter 9:
Differential equations and difference equations
Chapter 10:
Stochastic differential equations
Chapter 11:
Financial econometrics: time series concepts, representations, and models
Chapter 12:
Financial econometrics: model selection, estimation, and testin
Chapter 13:
Fat tails, scaling, and stable laws
Chapter 14:
Arbitrage pricing: finite-state models
Chapter 15:
Arbitrage pricing: Continuous-state, continuous-time models
Chapter 16:
Portfolio selection using mean-variance analysis
Chapter 17:
Capital asset princing model
Chapter 18:
Multifactor models and common trends for common stocks
Chapter 19:
Equity portfolio management
Chapter 20:
Term structure modeling and valuation of bonds and bond options
Chapter 21:
Bond portfolio management
Chapter 22:
Credit risk modeling and credit default swaps
Chapter 23:
Risk management