Asset Pricing

Empirical Asset Pricing: The Cross Section of Stock Returns  eBooks & eLearning

Posted by IrGens at Dec. 1, 2016
Empirical Asset Pricing: The Cross Section of Stock Returns

Empirical Asset Pricing: The Cross Section of Stock Returns by Turan G. Bali, Robert F. Engle, Scott Murray
English | April 4, 2016 | ISBN: 1118095049 | EPUB | 512 pages | 44 MB

The Capital Asset Pricing Model in the 21st Century  eBooks & eLearning

Posted by tanas.olesya at Nov. 21, 2016
The Capital Asset Pricing Model in the 21st Century

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives by Haim Levy
English | 4 Nov. 2011 | ISBN: 052118651X, 1107006716 | 456 Pages | PDF | 2 MB

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically.

Coursera - Asset Pricing, The University of Chicago (Part 1 + Part 2)  eBooks & eLearning

Posted by ParRus at Nov. 6, 2016
Coursera - Asset Pricing, The University of Chicago (Part 1 + Part 2)

Coursera - Asset Pricing, The University of Chicago
WEBRip | English | MP4 + PDF Guides | 960 x 540 | AVC ~253 kbps | 25 fps
AAC | 98.9 Kbps | 48.0 KHz | 2 channels | Subs: English (.srt) | 15:18:52 | 2.48 GB
Genre: eLearning Video / Economics and Finance

Are you curious about quantitative academic finance? Have you considered graduate study in finance? Are you working in an investment bank, money-management firm or hedge fund and you want to understand models better? Would you like to know what buzzwords like beta, risk premium, risk-neutral price, arbitrage, and discount factor mean? This class is for you.

Financial Asset Pricing Theory  

Posted by interes at June 30, 2014
Financial Asset Pricing Theory

Financial Asset Pricing Theory by Claus Munk
English | 2013 | ISBN: 0199585490 | 585 pages | PDF | 3,6 MB

Financial Asset Pricing Theory offers a comprehensive overview of the classic and the current research in theoretical asset pricing. Asset pricing is developed around the concept of a state-price deflator which relates the price of any asset to its future (risky) dividends and thus incorporates how to adjust for both time and risk in asset valuation.

Asset Pricing  

Posted by Mazepa777 at May 5, 2009
Asset Pricing

Instant Info Riches
Publisher Princeton University Press | ISBN: 0691074984 | edition 2001 | PDF | 530 pages | 3.88 mb

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane’s Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea–price equals expected discounted payoff–that captures the macro-economic risks underlying each security’s value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options.
Each model–consumption based, CAPM, multifactor, term structure, and option pricing–is derived as a different specification of the discounted factor.
The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.

Financial Asset Pricing Theory (repost)  eBooks & eLearning

Posted by arundhati at June 27, 2016
Financial Asset Pricing Theory (repost)

Claus Munk, "Financial Asset Pricing Theory"
2013 | ISBN: 0199585490 | 585 pages | PDF | 4 MB

Capital Asset Pricing Model und Alternativkalküle:  eBooks & eLearning

Posted by arundhati at June 25, 2016
Capital Asset Pricing Model und Alternativkalküle:

Raphael Stahl, "Capital Asset Pricing Model und Alternativkalküle: Analyse in der Unternehmensbewertung mit empirischem Bezug auf die DAX-Werte"
2016 | German | ISBN-10: 365812024X | 100 pages | PDF | 1 MB

Risk Finance and Asset Pricing: Value, Measurements, and Markets (repost)  eBooks & eLearning

Posted by interes at April 7, 2016
Risk Finance and Asset Pricing: Value, Measurements, and Markets (repost)

Risk Finance and Asset Pricing: Value, Measurements, and Markets by Charles S. Tapiero
English | ISBN: 0470549467 | 2010 | PDF | 456 pages | 3,5 mb
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Financial Asset Pricing Theory (repost)  

Posted by libr at Jan. 30, 2016
Financial Asset Pricing Theory (repost)

Financial Asset Pricing Theory by Claus Munk
English | 2013 | ISBN: 0199585490 | 585 pages | PDF | 3,6 MB