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Asset Pricing, Cochrane, John H.


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Автор: Cochrane, John H.
Название:  Asset Pricing   (Ценообразование на рынке ценных бумаг)
Издательство: Wiley
Классификация:
ФИНАНСЫ и БУХГАЛТЕРСКИЙ УЧЕТ
Финансы
Инвестиции и ценные бумаги

ISBN: 0691121370
ISBN-13(EAN): 9780691121376
ISBN: 0-691-12137-0
ISBN-13(EAN): 978-0-691-12137-6
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
Описание: This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals.



      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: 10868 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
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Цена: 11274 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
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Цена: 9609 р.
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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 in Discrete Time

Автор: Poon, Ser-Huang
Название: Asset Pricing in Discrete Time
ISBN: 0199271445 ISBN-13(EAN): 9780199271443
Издательство: Oxford Academ
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Цена: 8677 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.

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
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Цена: 5348 р.
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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.

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: 8359 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.

The Capital Asset Pricing Model in the 21st Century

Автор: Levy
Название: The Capital Asset Pricing Model in the 21st Century
ISBN: 052118651X ISBN-13(EAN): 9780521186513
Издательство: Cambridge Academ
Рейтинг:
Цена: 3450 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.

Dynamic asset pricing theory

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 7508 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Asset Pricing / Modeling and Estimation

Автор: Kellerhals B.Philipp
Название: Asset Pricing / Modeling and Estimation
ISBN: 3540208534 ISBN-13(EAN): 9783540208532
Издательство: Springer
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Цена: 17764 р.
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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.

Asset Pricing Under Asymmetric Information: Bubbles, Crashes, Technical Analysis and Herding

Автор: Brunnermeier, Markus K. (Assistant Professor, Depa
Название: Asset Pricing Under Asymmetric Information: Bubbles, Crashes, Technical Analysis and Herding
ISBN: 0198296983 ISBN-13(EAN): 9780198296980
Издательство: Oxford Academ
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Цена: 12250 р.
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Описание: During the 1980s and 1990s, theoretical research in financial economics significantly advanced our understanding of the informational aspects of price processes. This book provides a detailed and up-to-date survey of this important body of literature.

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: 9404 р.
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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 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: 8628 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.


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