Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
Altri autori (Persone) | Chen, Hong-Yi |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
ARCH method
Asset allocation Autoregressive forecasting model Capital asset pricing model Credit risk Dummy variables Error component model Financial Econometrics and Statistics Heteroscedasticity Holt-Winters forecasting model LISREAL method Maximum likelihood method Monte-Carlo Simulation Multiple regression Option pricing model Panel Data Analysis Simultaneous Equation Models Single Equation Regression Methods Statistical Distributions Time Series Analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127257 |
Lee, Cheng-Few
![]() |
||
New York, : Springer, 2019 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Financial Markets Theory : Equilibrium, Efficiency and Information / Emilio Barucci, Claudio Fontana |
Autore | Barucci, Emilio |
Edizione | [2. ed] |
Pubbl/distr/stampa | London, : Springer, 2017 |
Descrizione fisica | xv, 836 p. : ill. ; 24 cm |
Altri autori (Persone) | Fontana, Claudio |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B06 - Decision theory [MSC 2020] 91B50 - General equilibrium theory [MSC 2020] 91B16 - Utility theory [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91B08 - Individual preferences [MSC 2020] |
Soggetto non controllato |
Absence of arbitrage
Asset pricing Capital asset pricing model Equity premium puzzle Information in financial markets Market efficiency Market equilibrium Market microstructure Portfolio selection Quantitative Finance Risk factors |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123746 |
Barucci, Emilio
![]() |
||
London, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|