Empirical dynamic asset pricing, Singleton, Kenneth J.

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 11088.00 р.
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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.

Автор: Claus Munk
Название: Financial Asset Pricing Theory
ISBN: 0199585490 ISBN-13(EAN): 9780199585496
Издательство: Oxford Academ
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Цена: 20196.00 р.
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Описание: The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent `state-of-the-art` models that outperform the classics.

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: 19008.00 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.