Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

1 Introduction: Economics and Organization of Financial Markets -- Part 1 Basic Financial Instruments -- 2 Basic Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets -- 5 Introduction to the Analysis of Interest Rate and Credit Risks -- 6 The Term Structure of Interest Rates -- 7 Vanilla Floating Rate Instruments and Swaps -- 8 Stocks, Stock Markets and Stock Indices -- Part 2 Futures and Options -- 9 Futures and Forwards -- 10 Options (I): General Description, Parity Relations, Basic Concepts and Valuation Using the Binomial Model -- 11 Options (II): Continuous-Time Models, Black–Scholes and Extensions -- 12 Option Portfolio Strategies: Tools and Methods -- 13 American Options and Numerical Methods -- 14 *Exotic Options -- 15 Futures Markets (2): Contracts on Interest Rates -- 16 Interest Rate Instruments: Valuation with the BSM Model, Hybrids and Structured Products -- 17 Modeling Interest Rates and Options on Interest Rates -- 18 Elements of Stochastic Calculus -- 19 *The Mathematical Framework of Financial Markets Theory -- 20 The State Variables Model and the Valuation Partial Differential Equation -- Part 3 Portfolio Theory and Portfolio Management -- 21 Choice Under Uncertainty and Portfolio Optimization in a Static Framework: The Markowitz Model -- 22 The Capital Asset Pricing Model -- 23 Arbitrage Pricing Theory and Multi-Factor Models -- 24 Strategic Portfolio Allocation -- 25 Benchmarking and Tactical Asset Allocation -- Part 4 Risk Management, Credit Risk and Credit Derivatives -- 26 Monte Carlo Simulations -- 27 Value at Risk, Expected Shortfall and Other Risk Measures -- 28 Credit Risk (1) – Credit Risk Assessment: Empirical Analysis and Modeling -- 29 Modeling Credit Risk (2): Credit-VaR and Operational Methods for Credit Risk Management -- 30 Credit Derivatives, Securitization and Introduction to xVA.