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Audiobooks & Video Training Empirical Dynamic Asset Pricing

Posted on 2010-10-07




Name:Audiobooks & Video Training Empirical Dynamic Asset Pricing
ASIN/ISBN:0691122970
Publish Date:March 6, 2006
Pages:536 pages
File size:3.39 Mb
Publish Date: March 6, 2006
ISBN: 0691122970
Pages: 536 pages
File Type: PDF
File Size: 3.39 MB
Other Info: Princeton University Press
   Audiobooks & Video Training Empirical Dynamic Asset Pricing

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Empirical Dynamic Asset Pricing

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models. The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates; equity and fixed-income derivatives prices; and the prices of defaultable securities.

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