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Dynamic Asset Pricing Theory
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Pages: 488
Authors: Darrell Duffie
Categories: Business & Economics
Type: BOOK - Published: 2010-01-27 - Publisher: Princeton University Press

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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and
Empirical Dynamic Asset Pricing
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Authors: Kenneth J. Singleton
Categories: Business & Economics
Type: BOOK - Published: 2009-12-13 - Publisher: Princeton University Press

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Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of
Financial Asset Pricing Theory
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Categories: Business & Economics
Type: BOOK - Published: 2013-04-18 - Publisher: Oxford University Press, USA

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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 techn
Asset Price Dynamics, Volatility, and Prediction
Language: en
Pages: 544
Authors: Stephen J. Taylor
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Type: BOOK - Published: 2011-02-11 - Publisher: Princeton University Press

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo
Asset Pricing and Portfolio Choice Theory
Language: en
Pages: 504
Authors: Kerry Back
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Oxford University Press, USA

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This book covers the classical results on single-period, discrete-time, and continuous-time models of portfolio choice and asset pricing. It also treats asymmet