Financial Asset Pricing Theory

Financial Asset Pricing Theory
Author: Claus Munk
Publisher: Oxford University Press, USA
Total Pages: 598
Release: 2013-04-18
Genre: Business & Economics
ISBN: 0199585490

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The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.


Financial Asset Pricing Theory
Language: en
Pages: 598
Authors: Claus Munk
Categories: Business & Economics
Type: BOOK - Published: 2013-04-18 - Publisher: Oxford University Press, USA

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The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techn
Theory and Econometrics of Financial Asset Pricing
Language: en
Pages: 345
Authors: Kian Guan Lim
Categories: Business & Economics
Type: BOOK - Published: 2022-08-22 - Publisher: Walter de Gruyter GmbH & Co KG

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This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the
Global Stock Markets
Language: en
Pages: 346
Authors: Wolfgang Drobetz
Categories: Business & Economics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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Wolfgang Drobetz provides empirical evidence on the time variation of expected stock returns over the stages of the business cycle.
Advanced Asset Pricing Theory
Language: en
Pages: 816
Authors: Ma Chenghu
Categories: Business & Economics
Type: BOOK - Published: 2011-01-03 - Publisher: World Scientific Publishing Company

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This book provides a broad introduction of modern asset pricing theory with equal treatments for both discrete-time and continuous-time modeling. Both the no-ar
Introduction To Finance: Financial Management And Investment Management
Language: en
Pages: 829
Authors: Pamela Peterson Drake
Categories: Business & Economics
Type: BOOK - Published: 2021-12-20 - Publisher: World Scientific

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This book covers the fundamentals of financial management and investment management without getting into the highly technical topics and mathematical rigor. It