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  • © 1996

Financial Securities

Market Equilibrium and Pricing Methods

Part of the book series: Current Issues in Finance (CIF)

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Table of contents (11 chapters)

  1. Front Matter

    Pages i-xvi
  2. Introduction, basic concepts and reminders

    1. Introduction, basic concepts and reminders

      • Bernard Dumas, Blaise Allaz
      Pages 1-18
  3. Equilibrium in the stock market

    1. Front Matter

      Pages 19-19
    2. The attitude of a rational individual towards risk

      • Bernard Dumas, Blaise Allaz
      Pages 21-50
    3. Portfolio choices

      • Bernard Dumas, Blaise Allaz
      Pages 51-75
    4. The Capital Asset Pricing Model: statement and use

      • Bernard Dumas, Blaise Allaz
      Pages 77-112
    5. Critique and evaluation of the CAPM

      • Bernard Dumas, Blaise Allaz
      Pages 113-149
  4. Options and arbitrage

    1. Front Matter

      Pages 151-155
    2. Option pricing by the arbitrage method

      • Bernard Dumas, Blaise Allaz
      Pages 157-203
    3. Option pricing in continuous time

      • Bernard Dumas, Blaise Allaz
      Pages 205-248
  5. Bonds and the term structure of interest rates

    1. Front Matter

      Pages 289-289
    2. The term structure of interest rates

      • Bernard Dumas, Blaise Allaz
      Pages 291-329
    3. The movement of interest rates and the price of bonds

      • Bernard Dumas, Blaise Allaz
      Pages 331-352
    4. Options on interest rates and on interest-sensitive instruments

      • Bernard Dumas, Blaise Allaz
      Pages 353-371
  6. Back Matter

    Pages 373-378

Authors and Affiliations

  • School of Management, Groupe HEC, France

    Bernard Dumas, Blaise Allaz

Bibliographic Information

  • Book Title: Financial Securities

  • Book Subtitle: Market Equilibrium and Pricing Methods

  • Authors: Bernard Dumas, Blaise Allaz

  • Series Title: Current Issues in Finance

  • DOI: https://doi.org/10.1007/978-1-4899-7116-6

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media Dordrecht 1996

  • Softcover ISBN: 978-0-538-84777-3Published: 01 January 1996

  • eBook ISBN: 978-1-4899-7116-6Published: 19 December 2013

  • Edition Number: 1

  • Number of Pages: XVI, 378

  • Topics: Macroeconomics/Monetary Economics//Financial Economics

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access