Duffie D. — Security Markets. Stochastic Models :: Электронная библиотека попечительского совета мехмата МГУ

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Duffie D. — Security Markets. Stochastic Models

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Название: Security Markets. Stochastic Models

Автор: Duffie D.

Аннотация:

This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.

Язык:

Рубрика: Экономика и финансы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1988

Количество страниц: 359

Добавлена в каталог: 26.02.2010

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Sub-tree      104
Sub-tribe      83
Sublinear      72
Subordinated debt      258
Subspace positive intersection property      73
Substitution axiom      58
Suchanecki, Z.      89
Sum of sets      33
Sun, T.      168 291 320
Superdifferential      79
Supergradient      78
Support of the distribution      59
Symmetric difference      88
Synthetic insurance      288
Taksar, M.      291
Tauchen, G.      219
Taylor, J.      219
Teicher, H.      55
Term structure of interest rates      301 303 306 319
Terminal boundary condition      239
Terminal vertex      104
Thakor, A.      130
Theoretical forward price      262
Theoretical futures price      263
Thompson, A.      50
Tight      108 157
time set      130
Time-homogeneous      174
Time-homogeneous sub-Markov process      177
Ting, O.      89
Topological dual      31
Topological space      33
Topological vector spaces      28 31
topology      30
Topology of weak convergence      172
Total consumption set      44
Total production set      43
tr(D)      223
Trace      223
Trading strategy      107 149
Transition function      174
Transition matrix      170
Transition operator      175
Transitive      35
Transversality condition      198
Triangular array of random variables      244
Tribe      50 84 138
Tribe, generated      52
Trivial      90
Trudinger, S.      273
Unbiased      67
Uniform metric      172 249
Uniformly integrable      248
Uniformly proper      97
Upper semicontinuous      188

Usual conditions      135
Utility function      35
Utility representation      36
Vague topology      172
Valuation functions      178
Value function      183 185 190 267
Value line average      263
Value-maximizing      119 212
Van Vleck, F.      201
Var(x)      63
Varadhan, S.      231
Varian, H.      xviii 50
Variance      10 63
Variance-averse      95
Vector space      28
Vector subspace      65 68
Vectors      29
Version      53 140
Version of the conditional      173
Vertex      104
von Neumann — Morgenstern      56
von Neumann, J.      49
Wald, A.      49 201
Walk      104
Walras, L.      25 49
Walrasian equilibrium      40
Warrants      258
Watanabe, S.      231
Weak convergence      243
Weak topology      172
Weakly arbitrage-free      71 73
Weakly continuous      188
Weakly dominates      42
Weakly efficient allocation      42
Wealth process      13 203 275 310
Werner, J.      101 116 117
Wiener measure      249 265
Wiener process      135
Wiesmuth, H.      117
Williams, D.      138 147
Williams, R.      231
Wilson, R.      129
Woodford, M.      220
x > 0      71
Yaari, M.      220
Yannelis, N.      101
Yip, K.      89
Yushkevich, A.      201
Zame, W.      101 154 320
Zero      28
Zero-beta      94 99
Zero-beta capital asset pricing model      101
Zero-sum game      71
Zin, S.      155
[S]      141

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