Quantitative Financial Economics
John Wiley & Sons Ltd (Verlag)
978-0-471-95360-9 (ISBN)
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Partial table of contents: RETURNS AND VALUATION. Basic Concepts in Finance. Modelling Equilibrium Returns. Valuation Models. EFFICIENCY PREDICTABILITY AND VOLATILITY. Empirical Evidence on Efficiency. Rational Bubbles. Anomalies, Noise Traders and Chaos. THE BOND MARKET: Bond Prices and the Term Structure of Interest Rates. Empirical Evidence on the Term Structure. THE FOREIGN EXCHANGE MARKET. Testing CIP, UIP and FRU. The Exchange Rate and Fundamentals. TESTS OF THE EMH USING THE VAR METHODOLOGY. The Term Structure and the Bond Market. The FOREX Market. The Stock Market. TIME VARYING RISK PREMIA. Risk Premia: The Stock Market. Risk Premia: The Bond Market. ECONOMETRIC ISSUES IN TESTING ASSET PRICING MODELS. Economic and Statistical Models.
Erscheint lt. Verlag | 28.8.1996 |
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Reihe/Serie | Financial Economics & Quantitative Analysis S. |
Zusatzinfo | Ill. |
Verlagsort | Chichester |
Sprache | englisch |
Maße | 171 x 245 mm |
Gewicht | 844 g |
Einbandart | Paperback |
Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 0-471-95360-1 / 0471953601 |
ISBN-13 | 978-0-471-95360-9 / 9780471953609 |
Zustand | Neuware |
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