Financial Modelling with Forward-Looking Information: An Intuitive Approach to Asset Pricing, Aydın Nadi Serhan

Автор: Campbell John Y.
Название: Financial Decisions and Markets: A Course in Asset Pricing
ISBN: 0691160805 ISBN-13(EAN): 9780691160801
Издательство: Wiley
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Цена: 12672.00 р.
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Описание:

From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset pricing

Financial Decisions and Markets is a graduate-level textbook that provides a broad overview of the field of asset pricing. John Campbell, one of the field's most respected authorities, introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. Increasingly these models make predictions not only about asset prices but also about investors' financial positions, and they often draw on insights from behavioral economics.

After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics.

The most comprehensive and balanced textbook on asset pricing available, Financial Decisions and Marketswill be an essential resource for all graduate students in finance and related fields.

• Integrated treatment of asset pricing theory and empirical evidence
• Emphasis on investors' decisions
• Broad view linking the field to areas including financial econometrics, household finance, and macroeconomics
• Topics treated in discrete time, with no requirement for stochastic calculus
• Solutions manual for problems available to professors

Автор: Nadi Serhan Ayd?n
Название: Financial Modelling with Forward-looking Information
ISBN: 331957146X ISBN-13(EAN): 9783319571461
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion.

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.

Автор: Munk Claus
Название: Financial Asset Pricing Theory
ISBN: 0198716451 ISBN-13(EAN): 9780198716457
Издательство: Oxford Academ
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Цена: 8870.00 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 analysed 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: Claus Munk
Название: Financial Asset Pricing Theory
ISBN: 0199585490 ISBN-13(EAN): 9780199585496
Издательство: Oxford Academ
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Цена: 20196.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.