Theory and Econometrics of Financial Asset Pricing
This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investors&#...
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| Format: | eBook |
| Language: | English |
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Berlin/Boston
Walter de Gruyter GmbH,
2022.
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| Online Access: | EBSCOhost Перейти в каталог НБ ТГУ |
Table of Contents:
- Intro
- Preface
- Contents
- 1 Probability Distributions
- 2 Simple Linear Regression
- 3 Capital Asset Pricing Model
- 4 Event Studies
- 5 Time Series Modeling
- 6 Multiple Linear Regression
- 7 Multi-Factor Asset Pricing
- 8 Euler Condition for Asset Pricing
- 9 Maximum Likelihood Methods
- 10 Unit Roots and Cointegration
- 11 Bond Prices and Interest Rate Models
- 12 Option Pricing and Implied Moments
- List of Figures
- List of Tables
- About the Author
- Index