Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
90Cxx - Mathematical programming [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124616 |
Jarrow, Robert A.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow
| Continuous-Time Asset Pricing Theory : A Martingale-Based Approach / Robert A. Jarrow |
| Autore | Jarrow, Robert A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiii, 448 p. ; 24 cm |
| Soggetto topico |
49Kxx - Optimality conditions [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 90Cxx - Mathematical programming [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Arbitrage pricing
Asset pricing theory Cash flows Continuous-time asset pricing Derivatives pricing Equilibrium pricing Martingale measure Mathematical Finance Portfolio optimization Portfolio theory Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124616 |
|
Jarrow, Robert A.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Discounted Cash Flow : A Theory of the Valuation of Firms / / by Lutz Kruschwitz, Andreas Löffler
| Stochastic Discounted Cash Flow : A Theory of the Valuation of Firms / / by Lutz Kruschwitz, Andreas Löffler |
| Autore | Kruschwitz Lutz |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2020 |
| Descrizione fisica | 1 online resource (XXIII, 241 p.) |
| Disciplina |
339
658.15244 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Macroeconomics
Investment banking Securities Business mathematics Macroeconomics/Monetary Economics//Financial Economics Investments and Securities Business Mathematics |
| Soggetto non controllato |
Firm valuation
Cost of capital Weighted average cost of capital Insolvency and valuation Adjusted present value Accounting Taxation Finance Audit Discounted cash flow Cash flows Asset pricing Equity and debt Flow to equity Total cash flow Financing Investment Leverage investments and securities |
| ISBN | 3-030-37081-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction: A Stochastic Approach to Discounted Cash Flow -- Basic Elements: Cash Flow, Tax, Expectation, Cost of Capital, Value -- Corporate Income Tax: WACC, FTE, TCF, APV -- Personal Income Tax -- Corporate and Personal Income Tax -- Proofs -- Sketch of Solutions. |
| Record Nr. | UNINA-9910380744803321 |
|
Kruschwitz Lutz
|
||
| Cham, : Springer Nature, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||