Asset Pricing a Structural

Asset Pricing: A Structural Theory and Its Applications (repost)  eBooks & eLearning

Posted by Veslefrikk at Dec. 30, 2014
Asset Pricing: A Structural Theory and Its Applications (repost)

Bing Cheng, Howell Tong, "Asset Pricing: A Structural Theory and Its Applications"
2008 | ISBN: 9812704558 | 92 pages | PDF | 3 MB

Asset Pricing: A Structural Theory and Its Applications (repost)  eBooks & eLearning

Posted by Veslefrikk at June 17, 2014
Asset Pricing: A Structural Theory and Its Applications (repost)

Asset Pricing: A Structural Theory and Its Applications
World Scientific Publishing Company | English | 2008-07-21 | ISBN: 9812704558 | 92 pages | PDF | 1,2 MB

Asset Pricing: A Structural Theory and Its Applications (repost)  eBooks & eLearning

Posted by arundhati at Nov. 26, 2013
Asset Pricing: A Structural Theory and Its Applications (repost)

Bing Cheng, Howell Tong, "Asset Pricing: A Structural Theory and Its Applications"
2008 | ISBN: 9812704558 | 92 pages | PDF | 3,3 MB

Asset Pricing: A Structural Theory and Its Applications  eBooks & eLearning

Posted by Book-er at June 12, 2009
Asset Pricing: A Structural Theory and Its Applications

Bing Cheng, Howell Tong "Asset Pricing: A Structural Theory and Its Applications"
World Scientific Publishing Company | English | 2008-07-21 | ISBN: 9812704558 | 92 pages | PDF | 1,2 MB

Theory of Asset Pricing (repost)  eBooks & eLearning

Posted by libr at June 6, 2017
Theory of Asset Pricing (repost)

Theory of Asset Pricing by George Pennacchi
English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Theory of Asset Pricing (repost)  eBooks & eLearning

Posted by interes at March 27, 2014
Theory of Asset Pricing (repost)

Theory of Asset Pricing by George Pennacchi
English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing.

Theory of Asset Pricing  eBooks & eLearning

Posted by roxul at April 14, 2012
Theory of Asset Pricing

George Gaetano Pennacchi, "Theory of Asset Pricing"
English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB
Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing

Yvan Lengwiler, "Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing"
Princeton University Press | 2006 | ISBN: 0691126313 | 304 pages | PDF | 1,9 MB

Asset Pricing  eBooks & eLearning

Posted by Mazepa777 at May 5, 2009
Asset Pricing

Instant Info Riches
Publisher Princeton University Press | ISBN: 0691074984 | edition 2001 | PDF | 530 pages | 3.88 mb

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane’s Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea–price equals expected discounted payoff–that captures the macro-economic risks underlying each security’s value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options.
Each model–consumption based, CAPM, multifactor, term structure, and option pricing–is derived as a different specification of the discounted factor.
The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas.
Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing

Nadi Serhan Aydın, "Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing"
English | ISBN: 331957146X | 2017 | 98 pages | PDF | 3 MB