Empirical Dynamic Asset Pricing
Autor Kenneth J. Singletonen Limba Engleză Hardback – 26 mar 2006
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Specificații
ISBN-13: 9780691122977
ISBN-10: 0691122970
Pagini: 496
Ilustrații: 32 line illus.26 tables.
Dimensiuni: 164 x 240 x 45 mm
Greutate: 0.83 kg
Editura: Princeton University Press
Locul publicării:Princeton, United States
ISBN-10: 0691122970
Pagini: 496
Ilustrații: 32 line illus.26 tables.
Dimensiuni: 164 x 240 x 45 mm
Greutate: 0.83 kg
Editura: Princeton University Press
Locul publicării:Princeton, United States
Notă biografică
Kenneth J. Singleton is Adams Distinguished Professor of Management and Senior Associate Dean for Academic Affairs at the Graduate School of Business, Stanford University. A Fellow of the Econometric Society, he is the recipient of the organization's Frisch Prize. He is also the recipient of the Smith-Breeden Distinguished Paper Award from the Journal of Finance. Singleton is a director of the American Finance Association and was previously an editor of the Review of Financial Studies. He is coauthor, with Darrell Duffie, of Credit Risk: Pricing, Management, and Measurement (Princeton).
Descriere
Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.