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Author : Milind M. Shrikhande
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.0/5 ( download)
Download or read book Nonaddictive Habit Formation and the Equity Premium Puzzle written by Milind M. Shrikhande and published by . This book was released on 1996 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Darrell Duffie
Publisher : Princeton University Press
ISBN 13 : 1400829208
Total Pages : 488 pages
Book Rating : 4.4/5 (8 download)
Download or read book Dynamic Asset Pricing Theory written by Darrell Duffie and published by Princeton University Press. This book was released on 2010-01-27 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Louis Kaplow
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Value of a Statistical Life and the Coefficient of Relative Risk Aversions written by Louis Kaplow and published by . This book was released on 2003 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 746 pages
Book Rating : 4.E/5 ( download)
Download or read book journal of economic theroy written by and published by . This book was released on 2003 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.3/5 ( download)
Download or read book The Fed in Print written by and published by . This book was released on 1996 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Buddhavarapu Sailesh Ramamurtie
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.0/5 ( download)
Download or read book Specifying a Consistent Joint Maximum-likelihood (JMLE) Approach to Testing Bond Models written by Buddhavarapu Sailesh Ramamurtie and published by . This book was released on 1996 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Russell Bliss
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.0/5 ( download)
Download or read book Testing Term Structure Estimation Methods written by Robert Russell Bliss and published by . This book was released on 1996 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 568 pages
Book Rating : 4.F/5 ( download)
Download or read book Working Paper Series written by and published by . This book was released on 2003 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher A. Sims
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.0/5 ( download)
Download or read book Bayesian Methods for Dynamic Multivariate Models written by Christopher A. Sims and published by . This book was released on 1996 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William Roberds
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.0/5 ( download)
Download or read book Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates written by William Roberds and published by . This book was released on 1996 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Albert Abken
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.0/5 ( download)
Download or read book Estimation of Risk-neutral and Statistical Densities by Hermite Polynomial Approximation written by Peter Albert Abken and published by . This book was released on 1996 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ellis William Tallman
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.0/5 ( download)
Download or read book The Information Content of Financial Aggregates in Australia written by Ellis William Tallman and published by . This book was released on 1996 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the information provided by financial aggregates as predictors of real output and inflation. We employ vector autoregression (VAR) techniques to summarise the information in the data, providing evidence on the incremental forecasting value of financial aggregates in a range of forecasting systems for these variables. The in-sample results suggest significant predictive power in only a small number of cases. We then test the forecast performance of the VAR systems for two years out-of-sample in order to mimic more closely the real-time forecasting problem faced by policymakers. Overall, both in-sample and out-of-sample results suggest no robust finding of exploitable information for forecasting purposes in any of the financial aggregates under examination. There is some evidence that the aggregates yield improved forecasts late in the sample period, but there is insufficient subsequent data to draw robust conclusions from this.
Author : J. David Cummins
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.0/5 ( download)
Download or read book Corporate Hedging in the Insurance Industry written by J. David Cummins and published by . This book was released on 1996 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Federal Reserve Bank of Atlanta
Publisher :
ISBN 13 :
Total Pages : 180 pages
Book Rating : 4.3/5 (91 download)
Download or read book Economic Review written by Federal Reserve Bank of Atlanta and published by . This book was released on 1996 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ramarao Desiraju
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.0/5 ( download)
Download or read book Exchange Rate Pass-through and the Role of International Distribution Channels written by Ramarao Desiraju and published by . This book was released on 1996 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert R. Bliss
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.0/5 ( download)
Download or read book Callable U.S. Treasury Bonds written by Robert R. Bliss and published by . This book was released on 1997 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Buddhavarapu Sailesh Ramamurtie
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.0/5 ( download)
Download or read book MLE is Alive and Well in the Financial Markets written by Buddhavarapu Sailesh Ramamurtie and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
