Asset pricing / John H. Cochrane.
نوع المادة :![نص](/opac-tmpl/lib/famfamfam/BK.png)
- text
- unmediated
- volume
- 0691121370 (hbk)
- HG4636 C56 2005
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
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UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG4636 C56 2005 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000083810 | ||
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UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG4636 C56 2005 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30010000083714 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HG4621 .W37 2019 الوساطة و السمسرة في سوق الأوراق المالية / | HG4621 .W37 2019 الوساطة و السمسرة في سوق الأوراق المالية / | HG4636 C56 2005 Asset pricing / | HG4636 C56 2005 Asset pricing / | HG4636. D45 2013 What's behind the numbers? : a guide to exposing financial chicanery and avoiding huge losses in your portfolio / | HG4636. D45 2013 What's behind the numbers? : a guide to exposing financial chicanery and avoiding huge losses in your portfolio / | HG4636. D45 2013 What's behind the numbers? : a guide to exposing financial chicanery and avoiding huge losses in your portfolio / |
Includes bibliographical references (pages 497-511) and indexes.
Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma