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Record Nr. |
UNINA9910970461503321 |
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Autore |
MacKenzie Donald A |
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Titolo |
An engine, not a camera : how financial models shape markets / / Donald MacKenzie |
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Pubbl/distr/stampa |
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Cambridge, Mass., : MIT Press, ©2006 |
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ISBN |
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9786612097676 |
9780262250047 |
0262250047 |
9781282097674 |
1282097679 |
9780262278805 |
0262278804 |
9781423774488 |
1423774485 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (392 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Capital market - Mathematical models |
Derivative securities - Mathematical models |
Financial crises - Mathematical models |
Financial crises |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Acknowledgements; 1 Performing Theory?; 2 Transforming Finance; 3 Theory and Practice; 4 Tests, Anomalies, and Monsters; 5 Pricing Options; 6 Pits, Bodies, and Theorems; 7 The Fall; 8 Arbitrage; 9 Models and Markets; Appendix A An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value; Appendix B Lévy Distributions; Appendix C Sprenkle's and Kassouf's Equations for Warrant Prices; Appendix D The Black-Scholes Equation for a European Option on a Non- Dividend-Bearing Stock; Appendix E Pricing Options in a Binomial World |
Appendix F Repo, Haircuts, and Reverse RepoAppendix G A Typical Swap-Spread Arbitrage Trade; Appendix H List of Interviewees; |
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