Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Cертификаты | Хиты | | |
 

Asset Pricing, Cochrane, John H.


View InsideDocument


Варианты приобретения
Цена: 9983р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 11 шт.  
При оформлении заказа до: 30 май 2022
Ориентировочная дата поставки: Июнь
При условии наличия книги у поставщика.

Заказ пока невозможен
в Мои желания

Автор: Cochrane, John H.
Название:  Asset Pricing
Перевод названия: Ценообразование на рынке ценных бумаг
ISBN: 9780691121376
Издательство: Wiley
Классификация:
ISBN-10: 0691121370
Обложка/Формат: Hardback
Страницы: 568
Вес: 0.926 кг.
Дата издания: 03.01.2005
Язык: English
Издание: Rev ed
Иллюстрации: 51 line illus. 20 tables.
Размер: 243 x 165 x 39
Читательская аудитория: Tertiary education (us: college)
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии



      Старое издание

Risk Finance and Asset Pricing

Автор: Tapiero Charles
Название: Risk Finance and Asset Pricing
ISBN: 0470549467 ISBN-13(EAN): 9780470549469
Издательство: Wiley
Рейтинг:
Цена: 13613 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: * With an eye toward the future, he has crafted a comprehensive and practical book that emphasizes an intuitive approach to the financial and quantitative foundations of financial and risk engineering and its many applications to asset pricing and risk management.

The Capital Asset Pricing Model in the 21st Century

Автор: Levy
Название: The Capital Asset Pricing Model in the 21st Century
ISBN: 1107006716 ISBN-13(EAN): 9781107006713
Издательство: Cambridge Academ
Рейтинг:
Цена: 17716 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically. The advent of behavioral economics, prospect theory and other psychology-minded approaches in finance challenges the rational investor model from which CAPM and M-V derive. Haim Levy argues that the tension between the classic financial models and behavioral economics approaches is more apparent than real. This book aims to relax the tension between the two paradigms. Specifically, Professor Levy shows that although behavioral economics contradicts aspects of expected utility theory, CAPM and M-V are intact in both expected utility theory and cumulative prospect theory frameworks. There is furthermore no evidence to reject CAPM empirically when ex-ante parameters are employed. Professionals may thus comfortably teach and use CAPM and behavioral economics or cumulative prospect theory as coexisting paradigms.

Advances In Corporate Finance & Asset Pricing

Автор: Renneboog
Название: Advances In Corporate Finance & Asset Pricing
ISBN: 0444527230 ISBN-13(EAN): 9780444527233
Издательство: Elsevier Science
Рейтинг:
Цена: 13655 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Incorporates estimation risk in portfolio choice and also covers a risk measure for retail investment products, understanding and exploiting momentum in stock returns. This book includes: Introduction - Corporate restructuring; mergers and acquisitions in Europe; and the performance of acquisitive companies in the US.

Asset Pricing and Portfolio Choice Theory

Автор: Back, Kerry E.
Название: Asset Pricing and Portfolio Choice Theory
ISBN: 0190241144 ISBN-13(EAN): 9780190241148
Издательство: Oxford Academ
Рейтинг:
Цена: 15004 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.

Finance Theory and Asset Pricing

Автор: Milne, Frank (Bank of Montreal Professor of Econom
Название: Finance Theory and Asset Pricing
ISBN: 0199261067 ISBN-13(EAN): 9780199261062
Издательство: Oxford Academ
Рейтинг:
Цена: 8856 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.

Asset Pricing / Modeling and Estimation

Автор: Kellerhals B.Philipp
Название: Asset Pricing / Modeling and Estimation
ISBN: 3540208534 ISBN-13(EAN): 9783540208532
Издательство: Springer
Рейтинг:
Цена: 25244 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Asset Pricing Framework: Financial Modeling.- Estimation Principles.- Pricing Equities: Introduction and Survey.- Valuation Model.- First Empirical Results.- Implications for Investment Strategies.- Summary and Conclusions.- Pricing Fixed-Income Securities: Introduction and Survey.- Term Structure Model.- Initial Characteristic Results.- Risk Management and Derivates Pricing.- Calibration to Standard Instruments.- Summary and Conclusions.- Pricing Electricity Forwards: Introduction and Survey.- Electricity Pricing Model.- Empirical Inference.- Summary and Conclusions.- List of Symbols and Notation.- List of Tables.- List of Figures.- References.- Index.

The Measurement of Market Risk / Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions

Автор: Moix Pierre-Yves
Название: The Measurement of Market Risk / Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions
ISBN: 3540421432 ISBN-13(EAN): 9783540421436
Издательство: Springer
Рейтинг:
Цена: 24501 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The objective of this book is to set up an economic quantitative model for the assessment of financial market risk. The Measurement of Market Risk reviews the probabilistic modelling of so-called risk factors, which represent the uncertainty of financial markets, and discusses the issue of risk as the perception of uncertainty by individuals when faced with a decision problem. Further, the book discusses the pricing of financial instruments as a function of risk factors. Emphasis is put on options, because they exhibit a non-linear exposure to the risk factors. The core of the text is the assessment of risk for financial portfolios by way of estimating the portfolio probability distribution. A new approach, the Barycentric Discretisation with Piecewise Quadratic Approximation (BDPQA), which poses no assumptions on the risk factor distribution and accounts for the non-linearity of the price functions, is introduced.

Risk management and value: valuation and asset pricing

Название: Risk management and value: valuation and asset pricing
ISBN: 9812770739 ISBN-13(EAN): 9789812770738
Издательство: World Scientific Publishing
Рейтинг:
Цена: 33624 р.
Наличие на складе: Поставка под заказ.

Описание: This book presents a comprehensive discussion of the issues related to risk, volatility, value and risk management. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation.

The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.

Finance Theory and Asset Pricing

Автор: Milne, Frank (Professor of Economics, Queen`s Univ
Название: Finance Theory and Asset Pricing
ISBN: 0198773986 ISBN-13(EAN): 9780198773986
Издательство: Oxford Academ
Цена: 3614 р.
Наличие на складе: Поставка под заказ.

Описание: This concise guide to financial-asset pricing theory assumes a basic knowledge of graduate-level microeconomic theory. It explores the fundamental ideas that underlie competitive financial-asset pricing models with symmetric information.

Asset Pricing, Real Estate and Public Finance Over the Crisi

Автор: Mattarocci Gianluca
Название: Asset Pricing, Real Estate and Public Finance Over the Crisi
ISBN: 1137293764 ISBN-13(EAN): 9781137293763
Издательство: Springer
Рейтинг:
Цена: 13364 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.

Asset Pricing in Discrete Time

Автор: Poon, Ser-Huang
Название: Asset Pricing in Discrete Time
ISBN: 0199271445 ISBN-13(EAN): 9780199271443
Издательство: Oxford Academ
Рейтинг:
Цена: 12835 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes and in cases where risk neutral valuation relationship does not exist, multi-period asset pricing under rational expectations, forward and futures contracts on assets and derivatives, and bond pricing under stochastic interest rates. All the proofs, including a discrete time proof of the Libor market model, are shown explicitly.

Portfolio Selection and Asset Pricing

Автор: Wang Shouyang, Xia Yusen
Название: Portfolio Selection and Asset Pricing
ISBN: 3540429158 ISBN-13(EAN): 9783540429159
Издательство: Springer
Рейтинг:
Цена: 11879 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This monograph consists of two parts. One part is portfolio selection theory and the other part is capital asset pricing theory. For each part, a comprehensive review of the original theory, efforts to improve the theory afterwards and future works to be done are presented. Some innovative models and empirical research works are given in subsequent chapters following the review. For example, a model for portfolio selection with order of expected returns is presented in Chapter 2, the model addresses the inaccuracy in the estimation the expected returns of securities by putting the expected returns of securities as variables rather than known constant. Readers will see some new results which are very practical and interesting.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия