A Course in Derivative Securities
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
Lee mas
Asset Prices, Booms and Recessions
The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. ...
Lee mas
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 ...
Lee mas
Portfolio Management with Heuristic Optimization
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
Lee mas
Selected Essays in Empirical Asset Pricing
Financial researchers extensively discuss the efficiency of capital markets and the existence of possible misreactions in ...
Lee mas
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 ...
Lee mas
Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lee mas
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 ...
Lee mas
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 ...
Lee mas
The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lee mas
The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lee mas
