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Asset Price Dynamics, Volatility, and Prediction
Asset Price Dynamics,
Volatility, And
Prediction
£22.36
Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity & foreign exchange markets to show how daily & more frequent asset prices, & the prices of option contracts, can be used to construct & assess predictions about future prices, their volatility, & their probability distributions. ...
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Asset Pricing
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Asset Pricing In
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Shows that the multi-factor asset pricing models, like the Fama-French model, provide a better description of average stock returns compared to the more widely accepted capital asset pricing model (CAPM). This book is a useful reference for mutual fund managers, portfolio managers, financial consultants & investors at large. ...
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Asset Pricing Under
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During the 1980s & 1990s, theoretical research in financial economics significantly advanced our understanding of the informational aspects of price processes. This book provides a detailed & up-to-date survey of this important body of literature. ...
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Asset Protection
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Details court-proven strategies for protecting one's assets. Focusing on asset-shielding practices & techniques, this book discusses: the goals of asset protection, along with steps for implementing an effective asset protection program; traditional as well as new techniques; & the relationship between asset protection & financial planning. ...
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Asset Pricing In Discrete Time

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780199271443
Availability: In Stock
£32.30
business & economics Social Sciences, Law & Economics > Business & Economics
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Product Description

Covering the pricing of assets, derivatives, & bonds in a discrete time, complete markets framework, this book is aimed at Masters & Ph D students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, & multi-period asset pricing under rational expectations.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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