An Engine, Not a Camera - Table of Contents

May 2006
6 x 9, 389 pp., 10 illus.
$43.00/£31.95 (CLOTH)
Short

ISBN-10:
0-262-13460-8
ISBN-13:
978-0-262-13460-6

Related Links

Preview or Purchase the E-Book Version of This Title

< BACK
An Engine, Not a Camera
How Financial Models Shape Markets
Donald MacKenzie

	Acknowledgments	ix

1	Performing Theory?	1

2	Transforming Finance	37

3	Theory and Practice	69

4	Tests, Anomalies, and Monsters	89

5	Pricing Options	119

6	Pits, Bodies, and Theorems	143

7	The Fall	179

8	Arbitrage	211

9	Models and Markets	243

Appendix A	An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value	277

Appendix B	Lévy Distribution	279

Appendix C	Sprenkle's and Kassouf's Equations for Warrant Prices	281

Appendix D	The Black-Scholes Equation for a European Option on a Non-Dividend-Bearing Stock	283

Appendix E	Pricing Options in a Binomial World	285

Appendix F	Repo, Haircuts, and Reverse Repo	289

Appendix G	A Typical Swap-Spread Arbitrage Trade	291

Appendix H	List of Interviewees	293

	Glossary	297

	Notes	303

	Sources of Unpublished Documents	331

	References	333

	Series List	369

	Index	371

	Join an E-mail Alert List

TECHNOLOGY PARTNER: Azility, Inc.