Asset price dynamics, volatility, and prediction / Stephen J. Taylor

Livre | Taylor, Stephen J.. Auteur | 2005

Multi-moment asset allocation and pricing models / edited by Emmanuel Jurcz...

Livre | 2006

Asset pricing / John H. Cochrane

Livre | Cochrane, John Howland (1957-....). Auteur | 2005 - Revised edition

Asset prices, booms and recessions : financial market, economic activity an...

Livre | Semmler, Willi (1942-....). Auteur | 2003

Credit risk : pricing, measurement, and management / Darell Duffie and Kenn...

Livre | Duffie, Darrell (1954-....). Auteur | 2003

Bond Pricing and Yield Curve Modeling : a structural approach / Riccardo Re...

Livre | Rebonato, Riccardo. Auteur | 2018

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically ...