A Course in Derivative Securities
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
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Asset Prices, Booms and Recessions
The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. ...
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Investment Valuation and Asset Pricing : Models and Methods / James W. Kolari , Seppo Pynnönen
Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
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Portfolio Management with Heuristic Optimization
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
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Selected Essays in Empirical Asset Pricing
Financial researchers extensively discuss the efficiency of capital markets and the existence of possible misreactions in ...
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Stochastic Discounted Cash Flow A Theory of the Valuation of Firms
This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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Term Structure Modeling and Estimation in a State Space Framework
It introduces the AMGM models and gives the exact form for the yields and their moment structures. … the book is well-presented ...
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The Market Approach to Comparable Company Valuation
Corporate valuation using multiples is one of the most popular corporate valuation approaches. In this book, the different ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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