Dynamic Asset Pricing Theory

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Publisher : Princeton University Press
ISBN 13 : 1400829208
Total Pages : 488 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Dynamic Asset Pricing Theory by : Darrell Duffie

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.

Handbook of Quantitative Finance and Risk Management

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Publisher : Springer Science & Business Media
ISBN 13 : 0387771174
Total Pages : 1700 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee

Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Some Models of the Term Structure of Interest Rates

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Publisher :
ISBN 13 :
Total Pages : 194 pages
Book Rating : 4.:/5 (33 download)

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Book Synopsis Some Models of the Term Structure of Interest Rates by : Robert Sterling Goldstein

Download or read book Some Models of the Term Structure of Interest Rates written by Robert Sterling Goldstein and published by . This book was released on 1996 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Quantitative Analysis of Finance and Accounting

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Publisher : World Scientific
ISBN 13 : 9812772820
Total Pages : 376 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Advances in Quantitative Analysis of Finance and Accounting by : Cheng F. Lee

Download or read book Advances in Quantitative Analysis of Finance and Accounting written by Cheng F. Lee and published by World Scientific. This book was released on 2006 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation. Advances in Quantitative Analysis of Finance and Accounting is an annual publication to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession. The papers in this volume cover a wide range of topics including earnings management, management compensation, option theory and application, debt management and interest rate theory, and portfolio diversification.

Financial Derivatives

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Publisher : Cambridge University Press
ISBN 13 : 9780521815109
Total Pages : 358 pages
Book Rating : 4.8/5 (151 download)

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Book Synopsis Financial Derivatives by : Jamil Baz

Download or read book Financial Derivatives written by Jamil Baz and published by Cambridge University Press. This book was released on 2004-01-12 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Zero Bound, Option-implied PDFs, and Term Structure Models

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Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Zero Bound, Option-implied PDFs, and Term Structure Models by : Don H. Kim

Download or read book Zero Bound, Option-implied PDFs, and Term Structure Models written by Don H. Kim and published by . This book was released on 2008 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Is Bank-centered Corporate Governance Worth It?

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Publisher :
ISBN 13 :
Total Pages : 422 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Is Bank-centered Corporate Governance Worth It? by : Robert Goldstein

Download or read book Is Bank-centered Corporate Governance Worth It? written by Robert Goldstein and published by . This book was released on 1997 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Property-casualty Insurance Guaranty Funds and Insurer Vulnerability to Misfortune

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Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Property-casualty Insurance Guaranty Funds and Insurer Vulnerability to Misfortune by : Deon Strickland

Download or read book Property-casualty Insurance Guaranty Funds and Insurer Vulnerability to Misfortune written by Deon Strickland and published by . This book was released on 1996 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Risk

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Publisher :
ISBN 13 :
Total Pages : 706 pages
Book Rating : 4.3/5 (555 download)

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Book Synopsis Risk by :

Download or read book Risk written by and published by . This book was released on 2002 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bulletin of the Atomic Scientists

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Publisher :
ISBN 13 :
Total Pages : 88 pages
Book Rating : 4./5 ( download)

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Book Synopsis Bulletin of the Atomic Scientists by :

Download or read book Bulletin of the Atomic Scientists written by and published by . This book was released on 1961-05 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.

Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 1804 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1804 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 538 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

The Federal Reserve System Purposes and Functions

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Publisher :
ISBN 13 : 9780894991967
Total Pages : 0 pages
Book Rating : 4.9/5 (919 download)

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Book Synopsis The Federal Reserve System Purposes and Functions by : Board of Governors of the Federal Reserve System

Download or read book The Federal Reserve System Purposes and Functions written by Board of Governors of the Federal Reserve System and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.

Brownian Motion

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Publisher : Cambridge University Press
ISBN 13 : 1139486578
Total Pages : pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Brownian Motion by : Peter Mörters

Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.

Invariant Imbedding T-matrix Method for Light Scattering by Nonspherical and Inhomogeneous Particles

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Publisher : Elsevier
ISBN 13 : 0128180919
Total Pages : 274 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Invariant Imbedding T-matrix Method for Light Scattering by Nonspherical and Inhomogeneous Particles by : Bingqiang Sun

Download or read book Invariant Imbedding T-matrix Method for Light Scattering by Nonspherical and Inhomogeneous Particles written by Bingqiang Sun and published by Elsevier. This book was released on 2019-10-18 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Invariant Imbedding T-matrix Method for Light Scattering by Nonspherical and Inhomogeneous Particles propels atmospheric research forward as a resource and a tool for understanding the T-Matrix method in relation to light scattering. The text explores concepts ranging from electromagnetic waves and scattering dyads to the fundamentals of the T-Matrix method. Providing recently developed material, this text is sufficient to aid the light scattering science community with current and leading information. Enriched with detailed research from top field experts, Invariant Imbedding T-matrix Method for Light Scattering by Nonspherical and Inhomogeneous Particles offers a meaningful and essential presentation of methods and applications, with a focus on the light scattering of small and intermediate particles that supports and builds upon the latest studies. Thus, it is a valuable resource for atmospheric researchers and other earth and environmental scientists to expand their knowledge and understanding of available tools. - Systematically introduces innovative methods with powerful numerical capabilities - Thoroughly presents the rudimentary principles of light scattering and the T-matrix method - Offers a condensed and well-ordered arrangement of text, figures and formulas that are serviceable for both students and researchers

Literature 1991, Part 2

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Publisher : Springer Science & Business Media
ISBN 13 : 3662123762
Total Pages : 1592 pages
Book Rating : 4.6/5 (621 download)

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Book Synopsis Literature 1991, Part 2 by : Astronomisches Rechen-Institut

Download or read book Literature 1991, Part 2 written by Astronomisches Rechen-Institut and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 1592 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Astronomy and Astrophysics Abstracts" appearing twice a year has become oneof the fundamental publications in the fields of astronomy, astrophysics andneighbouring sciences. It is the most important English-language abstracting journal in the mentioned branches. The abstrats are classified under more than a hundred subject categories, thus permitting a quick survey of the whole extended material. The AAA is a valuable and important publication for all students and scientists working in the fields of astronomy and related sciences. As such it represents a necessary ingredient of any astronomical library all over the world.

The Antitrust Paradox

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Publisher :
ISBN 13 : 9781736089712
Total Pages : 536 pages
Book Rating : 4.0/5 (897 download)

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Book Synopsis The Antitrust Paradox by : Robert Bork

Download or read book The Antitrust Paradox written by Robert Bork and published by . This book was released on 2021-02-22 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most important book on antitrust ever written. It shows how antitrust suits adversely affect the consumer by encouraging a costly form of protection for inefficient and uncompetitive small businesses.