Stochastic Calculus for Finance I : The Binomial Asset Pricing Model 0387401008

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Instructor Solution Manual, Solutions) [1 ed.] 0387401008, 9780387401003

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Stochastic Calculus for Finance II : Continuous-Time Models (Springer Finance) 0387401008

332 51 36MB Read more

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment 9781400829231

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data

112 92 3MB Read more

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives 1444179187, 9781444179187

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility the

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Stochastic Models for Fractional Calculus 9783110258165

Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations

165 40 5MB Read more

Stochastic Calculus and Applications

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Machine Learning in Asset Pricing 0691218706, 9780691218700

A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in finan

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Dynamic asset pricing [3 ed.]

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and resear

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Dynamic Asset Pricing Theory Third Edition (Princeton Series in Finance) [3 ed.] 069109022X, 9780691090221

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and resear

141 73 8MB Read more

Multifactor explanations of asset pricing anomalies

Previous work shows that average returns on common stocks are related to firm characteristics like size, earnings/price,

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