Advances In The Use Of Stochastic Dominance In Asset Pricing

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Advances In The Use Of Stochastic Dominance In Asset Pricing
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Author : Philippe Johannes Petrus Marie Versijp
language : en
Publisher: Rozenberg Publishers
Release Date : 2007
Advances In The Use Of Stochastic Dominance In Asset Pricing written by Philippe Johannes Petrus Marie Versijp and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Advanced Asset Pricing Theory
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Author : Chenghu Ma
language : en
Publisher: World Scientific
Release Date : 2011
Advanced Asset Pricing Theory written by Chenghu Ma and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
This book provides a broad introduction to modern asset pricing theory. The theory is self-contained and unified in presentation. Both the no-arbitrage and the general equilibrium approaches of asset pricing theory are treated coherently within the general equilibrium framework. It fills a gap in the body of literature on asset pricing for being both advanced and comprehensive. The absence of arbitrage opportunities represents a necessary condition for equilibrium in the financial markets. However, the absence of arbitrage is not a sufficient condition for establishing equilibrium. These interrelationships are overlooked by the proponents of the no-arbitrage approach to asset pricing.This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.The inclusion of the proofs and derivations to enhance the transparency of the underlying arguments and conditions for the validity of the economic theory made it an ideal advanced textbook or reference book for graduate students specializing in financial economics and quantitative finance. The detailed explanations will capture the interest of the curious reader, and it is complete enough to provide the necessary background material needed to delve deeper into the subject and explore the research literature.Postgraduate students in economics with a good grasp of calculus, linear algebra, and probability and statistics will find themselves ready to tackle topics covered in this book. They will certainly benefit from the mathematical coverage in stochastic processes and stochastic differential equation with applications in finance. Postgraduate students in financial mathematics and financial engineering will also benefit, not only from the mathematical tools introduced in this book, but also from the economic ideas underpinning the economic modeling of financial markets.Both these groups of postgraduate students will learn the economic issues involved in financial modeling. The book can be used as an advanced text for Masters and PhD students in all subjects of financial economics, financial mathematics, mathematical finance, and financial engineering. It is also an ideal reference for practitioners and researchers in the subjects.
Private Equity Acquistions
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Author : W. A. van den Berg
language : en
Publisher: Rozenberg Publishers
Release Date : 2007
Private Equity Acquistions written by W. A. van den Berg and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Kahnemann And Tversky And The Making Of Behavioral Economics
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Author : Floris Heukelom
language : en
Publisher: Rozenberg Publishers
Release Date : 2009
Kahnemann And Tversky And The Making Of Behavioral Economics written by Floris Heukelom and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Modelling Credit Derivates
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Author : Martinus Franciscus Antonius van der Voort
language : en
Publisher: Rozenberg Publishers
Release Date : 2004
Modelling Credit Derivates written by Martinus Franciscus Antonius van der Voort and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
New Insights Into Behavioral Finance
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Author : Guido Baltussen
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
New Insights Into Behavioral Finance written by Guido Baltussen and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Riskfree Rate Dynamics
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Author : Michel van der Wel.
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
Riskfree Rate Dynamics written by Michel van der Wel. and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Efficient Pricing Algorithms For Exotic Derivatives
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Author : Roger Lord
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
Efficient Pricing Algorithms For Exotic Derivatives written by Roger Lord and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Econometric Analysis Of Stochastic Dominance
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Author : Yoon-Jae Whang
language : en
Publisher: Cambridge University Press
Release Date : 2019-01-31
Econometric Analysis Of Stochastic Dominance written by Yoon-Jae Whang and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-31 with Business & Economics categories.
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Come Close And Co Create
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Author : Sandra Phlippen
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
Come Close And Co Create written by Sandra Phlippen and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Pharmaceutical industry categories.
Access to relevant external knowledge is crucial for a firms' competitiveness in innovation-driven industries. This thesis focuses on how different forms of proximity affect a firm's ability to access such knowledge. We consider the influence of being co-located in space, of being embedded in a network, and of being active in similar knowledge domains. By integrating these three proximity perspectives, we contribute to various disciplines such as economic geography, organizational sociology and innovation studies. Further, we investigate the make, buy or ally strategies that pharmaceutical firms employ to maximize the probability of innovation (finding new drugs). Our findings suggest that firms employ multiple governance structures simultaneously, even when targeting similar innovations. These insights contribute to our understanding of the boundaries of the firm.