regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing … Model * Options Pricing * Fixed Income Securities * Resampling * Value-at-Risk * GARCH models * Nonparametric Regression and …

This graduate-level 2001 introduction links financial economics with equilibrium theory and emphasises two-date models. … -- Bibliography -- 6 State Prices and Risk-Neutral Probabilities -- 6.1 Introduction -- 6.2 State Prices -- 6.3 Farkas-Stiemke Lemma … -- 6.4 Diagrammatic Representation -- 6.5 State Prices and Value Bounds -- 6.6 Risk-Free Payoffs -- 6.7 Risk …