Asset Prices And Default Free Term Structure In An Equilibrium Model Of Default PDF Download
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Author | : Ganlin Chang |
Publisher | : |
Total Pages | : 60 |
Release | : 1999 |
Genre | : Assets (Accounting) |
ISBN | : |
Download Asset Prices and Default-free Term Structure in an Equilibrium Model of Default Book in PDF, ePub and Kindle
Author | : Rajna Gibson |
Publisher | : Now Publishers Inc |
Total Pages | : 171 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 1601983727 |
Download Modeling the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
Author | : Simon Benninga |
Publisher | : |
Total Pages | : 88 |
Release | : 1983 |
Genre | : Interest rates |
ISBN | : |
Download General Equilibrium Properties of the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Willi Semmler |
Publisher | : Springer Science & Business Media |
Total Pages | : 249 |
Release | : 2007-03-21 |
Genre | : Business & Economics |
ISBN | : 3540246967 |
Download Asset Prices, Booms and Recessions Book in PDF, ePub and Kindle
"Asset Prices, Booms and Recessions" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and economic activity. The financial markets to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The current version of the book has moved to a more extensive coverage of the topics in financial economics by updating the literature in the appropriate chapters. Moreover it gives a more extensive treatment of new and more advanced topics in financial economics such as international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and dynamic portfolio decisions. Overall, the book presents material that researchers and practitioners in financial engineering need to know about economic dynamics and that economists, practitioners and policy makers need to know about the financial market.
Author | : Chen Guo |
Publisher | : Administration, University of Ottawa = Administration, Université d'Ottawa |
Total Pages | : 63 |
Release | : 1993 |
Genre | : |
ISBN | : |
Download A Linear Factor Model for Pricing Default-free Bonds and Estimating the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Suresh M. Sundaresan |
Publisher | : |
Total Pages | : 101 |
Release | : 2000 |
Genre | : Derivative securities |
ISBN | : |
Download Continuous-time methods in finance Book in PDF, ePub and Kindle
Author | : George Gaetano Pennacchi |
Publisher | : Addison-Wesley Longman |
Total Pages | : 0 |
Release | : 2008 |
Genre | : Capital assets pricing model |
ISBN | : 9780321127204 |
Download Theory of Asset Pricing Book in PDF, ePub and Kindle
Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing. By striking a balance between fundamental theories and cutting-edge research, Pennacchi offers the reader a well-rounded introduction to modern asset pricing theory that does not require a high level of mathematical complexity.
Author | : Gordon Sam Abram Roberts |
Publisher | : |
Total Pages | : 302 |
Release | : 1973 |
Genre | : |
ISBN | : |
Download ˜Aœ general equilibrium theory of asset prices with applications to the theory of the term structure of interest rates Book in PDF, ePub and Kindle
Author | : Willi Semmler |
Publisher | : |
Total Pages | : 200 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : |
Download Asset Prices, Booms, and Recessions Book in PDF, ePub and Kindle
The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. The financial market to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The book is not only useful for researchers and practitioners in the field of financial engineering, but is also very useful for researchers and practitioners in economics.
Author | : David Meiselman |
Publisher | : |
Total Pages | : 96 |
Release | : 1962 |
Genre | : Business & Economics |
ISBN | : |
Download The Term Structure of Interest Rates Book in PDF, ePub and Kindle