Financial Securities
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Published By Springer US

9780538847773, 9781489971166
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Critique and evaluation of the CAPM

1996 ◽  
pp. 113-149
Author(s):  
Bernard Dumas ◽  
Blaise Allaz

The attitude of a rational individual towards risk

1996 ◽  
pp. 21-50
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Rational Individual

Option pricing in continuous time

1996 ◽  
pp. 205-248
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Option Pricing ◽  
Continuous Time

Introduction, basic concepts and reminders

1996 ◽  
pp. 1-18
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Basic Concepts

The movement of interest rates and the price of bonds

1996 ◽  
pp. 331-352
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Interest Rates

The term structure of interest rates

1996 ◽  
pp. 291-329
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Interest Rates ◽  
Term Structure

Portfolio choices

1996 ◽  
pp. 51-75
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Portfolio Choices

Option pricing by the arbitrage method

1996 ◽  
pp. 157-203
Author(s):  
Bernard Dumas ◽  
Blaise Allaz
Keyword(s):  
Option Pricing
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