Asset Pricing

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach  eBooks & eLearning

Posted by AvaxGenius at June 5, 2018
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach By Robert A. Jarrow
English | PDF,EPUB | 2018 | 457 Pages | ISBN : 331977820X | 11.03 MB

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students.
Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing (Repost)

Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing by Yvan Lengwiler
Language: English | 2006 | ISBN: 0691126313 | 304 pages | PDF | 1,35 MB

This textbook takes the reader from the level of microeconomics principles through to modern asset pricing theory.

Asset Pricing: Finanzderivate und ihre Systemrisiken  eBooks & eLearning

Posted by AvaxGenius at April 26, 2018
Asset Pricing: Finanzderivate und ihre Systemrisiken

Asset Pricing: Finanzderivate und ihre Systemrisiken By Marc Chesney
German | PDF | 2018 | 248 Pages | ISBN : 3658199016 | 2.59 MB

Dieses Buch widmet sich nicht nur den sogenannten Finanzderivaten, sondern auch den mit ihnen einhergehenden Systemrisiken, die sich im Rahmen der Finanzkrise sehr deutlich manifestiert haben. Nach einer kurzen Einführung in Kapitel 1 werden als Grundlage in Kapitel 2 zunächst Zinssätze und Anleihen behandelt.
Obwohl letztere keine derivativen Finanzinstrumente darstellen, werden sie häufig als Basisinstrumente eingesetzt und sollen deshalb gleich zu Beginn betrachtet werden. Außerdem wird den Negativzinsen als Novum in der internationalen Geldpolitik besondere Beachtung geschenkt. Kapitel 3 widmet sich dann dem Thema Futures und Forwards, Kapitel 4 den Swaps, Kapitel 5 den Grundlagen der Optionen, Kapitel 6 den Modellen der Optionsbepreisung und schließlich in Kapitel 7 und 8 zum einen bisherige Finanzmodelle kritisch analysiert und zum anderen ausgewählte problematische Entwicklungen auf den Finanzmärkten betrachtet.

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)  eBooks & eLearning

Posted by insetes at Dec. 24, 2017
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

Asset Pricing (Repost)  eBooks & eLearning

Posted by step778 at Dec. 5, 2017
Asset Pricing (Repost)

John H. Cochrane, "Asset Pricing"
2005 | pages: 463 | ISBN: 0691121370 | PDF | 3,0 mb

Predicting Stock Returns: Implications for Asset Pricing  eBooks & eLearning

Posted by AvaxGenius at Dec. 2, 2017
Predicting Stock Returns: Implications for Asset Pricing

Predicting Stock Returns: Implications for Asset Pricing By David G McMillan
English | PDF,EPUB | 2017 (2018 Edition) | 141 Pages | ISBN : 3319690078 | 2.77 MB

This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price movement. By contributing to our understanding of the factors that cause price movement, this book will be of benefit to researchers, practitioners and policy makers alike.

Dynamic Asset Pricing Theory, Third Edition  eBooks & eLearning

Posted by step778 at Nov. 28, 2017
Dynamic Asset Pricing Theory, Third Edition

Darrell Duffie, "Dynamic Asset Pricing Theory, Third Edition."
2001 | pages: 484 | ISBN: 069109022X | PDF | 19,1 mb
Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing

Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science) by Nadi Serhan Aydın
English | 14 Jun. 2017 | ISBN: 331957146X | 118 Pages | EPUB | 2.04 MB

This book focuses on modelling financial information flows and information-based asset pricing framework. After introducing the fundamental properties of the framework, it presents a short information-theoretic perspective

Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk  eBooks & eLearning

Posted by hill0 at Oct. 4, 2017
Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk

Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk (Quantitative Perspectives on Behavioral Economics and Finance) by James Ming Chen
English | 22 Oct. 2017 | ISBN: 331963464X | 287 Pages | PDF | 3.38 MB

This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components;

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

Posted by roxul at June 24, 2017
Empirical Asset Pricing: The Cross-Section of Stock Returns

Turan G. Bali and Robert F. Engle, "Empirical Asset Pricing: The Cross-Section of Stock Returns"
English | ISBN: 1118095049 | 2016 | 512 pages | PDF | 3 MB