Rational Expectations and Efficiency in Futures Markets, Goss, Barry
Название: Financial Markets Theory ISBN: 1447110935 ISBN-13(EAN): 9781447110934 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results.
Автор: Goss, Barry Название: Rational Expectations and Efficiency in Futures Markets ISBN: 1138984523 ISBN-13(EAN): 9781138984523 Издательство: Taylor&Francis Рейтинг: Цена: 7042.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Sargent, Thomas J. Название: Rational expectations and inflation ISBN: 0691158703 ISBN-13(EAN): 9780691158709 Издательство: Wiley Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Dodig, Ante Название: Capital markets in southeast europe ISBN: 303107209X ISBN-13(EAN): 9783031072093 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book considers the theme of capital markets prowess and its link with surrounding economic dexterity. The latter pillar performs empirical research built upon Eugene Fama`s weak form efficiency theorem with statistical testing results further framing the comprehensive findings on five selected southeast European developing capital markets.
Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.
Автор: Tomat Название: Financial Markets Efficiency and Economic Behaviour ISBN: 3031368355 ISBN-13(EAN): 9783031368356 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book reviews the efficient markets hypothesis from a behavioural finance perspective looking at the stock markets of the five largest Euro economies. It covers some key areas in finance, including efficient markets, equity premium, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in financial markets. The book studies the term structure of interest rates describing formalizations for zero-coupon and coupon bonds and evaluates results regarding static spot rate and dynamic forward rate regressions for the Euro area. Additionally, it examines the equity premium exploiting variation in stock market returns in both time series and cross-section dimensions, and will be of interest to academics, researchers, and students of financial economics, financial markets, and behavioural finance.
Автор: Shaista Arshad Название: Stock Markets in Islamic Countries ISBN: 3319478028 ISBN-13(EAN): 9783319478029 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the volatility, efficiency and integration of stock markets in Islamic countries.
Автор: Hausch Donald B Et Al Название: Efficiency Of Racetrack Betting Markets (2008 Edition) ISBN: 981320351X ISBN-13(EAN): 9789813203518 Издательство: World Scientific Publishing Цена: 8078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A reprint of one of the classic volumes on racetrack efficiency, this book is the only one in its field that deals with the racetrack betting market in-depth, containing all the important historical papers on racetrack efficiency. As evidenced by the collection of articles, the understanding of racetrack betting is clearly drawn from, and has correspondingly returned something to, all the fields of psychology, economics, finance, statistics, mathematics and management science.
Автор: Barucci, Emilio Fontana, Claudio Название: Financial markets theory ISBN: 144717321X ISBN-13(EAN): 9781447173212 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Merkin Professor of Mathematical Finance, Caltech"The second edition of Financial Markets Theory by Barucci and Fontana is a superb achievement that knits together all aspects of modern finance theory, including financial markets microstructure, in a consistent and self-contained framework.
Автор: Sabur Mollah; Asma Mobarek Название: Global Stock Market Integration ISBN: 1137397187 ISBN-13(EAN): 9781137397188 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book covers an in-depth critical analysis of existing literature and empirically investigates and presents a detailed comparison between developed and emerging markets in terms of integration, efficiency, and causality during crisis.
Описание: Major challenges for life insurance companies have been posed by an unprecedented wave of mergers and acquisitions in the insurance industry and the emergence of non-traditional competitors such as banks, mutual fund companies and investment advisory firms.
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