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Author : Jeremy Joseph Evnine
Publisher : Unknown
Page : 288 pages
File Size : 47,7 Mb
Release : 1983
Category : Options (Finance)
ISBN : UCAL:C2935733
Author : Anonim
Publisher : World Bank Publications
Page : 41 pages
File Size : 52,5 Mb
Release : 2024-06-29
Category : Electronic
ISBN : 8210379456XXX
Author : Anonim
Publisher : Unknown
Page : 244 pages
File Size : 41,8 Mb
Release : 2000
Category : Deposit insurance
ISBN : UOM:39015051990276
Author : Lionel Martellini
Publisher : Unknown
Page : 390 pages
File Size : 43,5 Mb
Release : 2000
Category : Electronic
ISBN : UCAL:C3445926
Author : Clemens Mueller
Publisher : Unknown
Page : 208 pages
File Size : 53,6 Mb
Release : 2000
Category : Electronic
ISBN : WISC:89075854430
Author : Jamil Baz,George Chacko
Publisher : Cambridge University Press
Page : 358 pages
File Size : 52,5 Mb
Release : 2004-01-12
Category : Business & Economics
ISBN : 052181510X
Publisher Description
Author : Darrell Duffie
Publisher : Princeton University Press
Page : 488 pages
File Size : 40,7 Mb
Release : 2010-01-27
Category : Business & Economics
ISBN : 9781400829200
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 portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models. Readers will be particularly intrigued by this latest edition's most significant new feature: a chapter on corporate securities that offers alternative approaches to the valuation of corporate debt. Also, while much of the continuous-time portion of the theory is based on Brownian motion, this third edition introduces jumps--for example, those associated with Poisson arrivals--in order to accommodate surprise events such as bond defaults. Applications include term-structure models, derivative valuation, and hedging methods. Numerical methods covered include Monte Carlo simulation and finite-difference solutions for partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. A system of appendixes reviews the necessary mathematical concepts. And references have been updated throughout. With this new edition, Dynamic Asset Pricing Theory remains at the head of the field.
Author : Anonim
Publisher : Unknown
Page : 868 pages
File Size : 46,6 Mb
Release : 2008
Category : Dissertations, Academic
ISBN : STANFORD:36105133522057
Author : Anonim
Publisher : Unknown
Page : 498 pages
File Size : 54,9 Mb
Release : 1971
Category : Finance
ISBN : UIUC:30112063804956
Author : Raghuram Rajan
Publisher : Unknown
Page : 48 pages
File Size : 52,5 Mb
Release : 1988
Category : Commodity-backed bonds
ISBN : IND:30000061545806
Binomial option pricing offers an easy, flexible, comprehensive method for pricing commodity -linked bonds when there is risk both of default and of changes in commodity prices.
Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 40,7 Mb
Release : 2024-06-29
Category : Electronic
ISBN : 9789814478830
Author : Menachem Brenner
Publisher : Free Press
Page : 264 pages
File Size : 50,5 Mb
Release : 1983
Category : Business & Economics
ISBN : UCSC:32106006810417
Author : John C. Cox,Mark Rubinstein
Publisher : Prentice Hall
Page : 518 pages
File Size : 46,6 Mb
Release : 1985
Category : Business & Economics
ISBN : UOM:39015036278094
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Author : Ronald C. Heynen
Publisher : Unknown
Page : 228 pages
File Size : 47,9 Mb
Release : 1995
Category : Business & Economics
ISBN : IND:30000057288973
Author : Sudipto Bhattacharya,George M. Constantinides
Publisher : World Scientific
Page : 387 pages
File Size : 44,7 Mb
Release : 2005
Category : Business & Economics
ISBN : 9789812701022
The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Stiglitz. Since then, with the perspective of major theoretical strides in the field, the book has more than fulfilled its original expectations. The realization that it remains today a compendium of classic articles and a must-read for any serious student in theoretical financial economics, has prompted the publication of a new edition. This second edition presents a summary statement of significant research in theoretical financial economics for both the specialist and non-specialist financial economist. It also provides material for PhD-level courses covering valuation theory, and elective reading for advanced MasterOCOs and undergraduate courses. In addition to reproducing the original contributions, this edition includes the seminal paper by Edward C Prescott and Rajnish Mehra, OC Recursive Competitive Equilibrium: The Case of Homogeneous Households, OCO originally published in Econometrica in 1980."
