Theory and Econometrics of Financial Asset Pricing / / Kian Guan Lim.
This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investors’...
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2022] ©2022 |
Year of Publication: | 2022 |
Language: | English |
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Physical Description: | 1 online resource (XIV, 388 p.) |
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Lim, Kian Guan, author. aut http://id.loc.gov/vocabulary/relators/aut Theory and Econometrics of Financial Asset Pricing / Kian Guan Lim. Berlin ; Boston : De Gruyter, [2022] ©2022 1 online resource (XIV, 388 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Preface -- Contents -- 1 Probability Distributions -- 2 Simple Linear Regression -- 3 Capital Asset Pricing Model -- 4 Event Studies -- 5 Time Series Modeling -- 6 Multiple Linear Regression -- 7 Multi-Factor Asset Pricing -- 8 Euler Condition for Asset Pricing -- 9 Maximum Likelihood Methods -- 10 Unit Roots and Cointegration -- 11 Bond Prices and Interest Rate Models -- 12 Option Pricing and Implied Moments -- List of Figures -- List of Tables -- About the Author -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investors’ risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational bubbles. It concentrates on analyses of stock, credit, and option pricing. Existing highly cited finance models in pricing of these assets are covered in detail, and theory is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Linear regression methods and some nonlinear methods are also covered. The contribution of this book, and at the same time, its novelty, is in employing materials in probability theory, economics optimization, econometrics, and data analyses together to provide a rigorous and sharp intellect for investment and financial decision-making. Mistakes are often made with far too often sweeping pragmatism without deeply knowing the underpinnings of how the market economics works. This book is written at a level that is both academically rigorous for university courses in investment, derivatives, risk management, as well as not too mathematically deep so that finance and banking graduate professionals can have a real journey into the frontier financial economics thinking and rigorous data analytical findings. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023) Capital assets pricing model. Econometrics. Aktienkurse. Finanzökonometrie. Optionspreise. BUSINESS & ECONOMICS / Finance / General. bisacsh Finance models. Financial Econometrics. Option pricing. Stock pricing. Title is part of eBook package: De Gruyter DG Plus DeG Package 2022 Part 1 9783110766820 Title is part of eBook package: De Gruyter EBOOK PACKAGE Business and Economics 2022 English 9783110992823 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2022 English 9783110993899 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2022 9783110994810 ZDB-23-DGG Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics 2022 9783110992922 ZDB-23-DBV EPUB 9783110674019 print 9783110673852 https://doi.org/10.1515/9783110673951 https://www.degruyter.com/isbn/9783110673951 Cover https://www.degruyter.com/document/cover/isbn/9783110673951/original |
language |
English |
format |
eBook |
author |
Lim, Kian Guan, Lim, Kian Guan, |
spellingShingle |
Lim, Kian Guan, Lim, Kian Guan, Theory and Econometrics of Financial Asset Pricing / Frontmatter -- Preface -- Contents -- 1 Probability Distributions -- 2 Simple Linear Regression -- 3 Capital Asset Pricing Model -- 4 Event Studies -- 5 Time Series Modeling -- 6 Multiple Linear Regression -- 7 Multi-Factor Asset Pricing -- 8 Euler Condition for Asset Pricing -- 9 Maximum Likelihood Methods -- 10 Unit Roots and Cointegration -- 11 Bond Prices and Interest Rate Models -- 12 Option Pricing and Implied Moments -- List of Figures -- List of Tables -- About the Author -- Index |
author_facet |
Lim, Kian Guan, Lim, Kian Guan, |
author_variant |
k g l kg kgl k g l kg kgl |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Lim, Kian Guan, |
title |
Theory and Econometrics of Financial Asset Pricing / |
title_full |
Theory and Econometrics of Financial Asset Pricing / Kian Guan Lim. |
title_fullStr |
Theory and Econometrics of Financial Asset Pricing / Kian Guan Lim. |
title_full_unstemmed |
Theory and Econometrics of Financial Asset Pricing / Kian Guan Lim. |
title_auth |
Theory and Econometrics of Financial Asset Pricing / |
title_alt |
Frontmatter -- Preface -- Contents -- 1 Probability Distributions -- 2 Simple Linear Regression -- 3 Capital Asset Pricing Model -- 4 Event Studies -- 5 Time Series Modeling -- 6 Multiple Linear Regression -- 7 Multi-Factor Asset Pricing -- 8 Euler Condition for Asset Pricing -- 9 Maximum Likelihood Methods -- 10 Unit Roots and Cointegration -- 11 Bond Prices and Interest Rate Models -- 12 Option Pricing and Implied Moments -- List of Figures -- List of Tables -- About the Author -- Index |
title_new |
Theory and Econometrics of Financial Asset Pricing / |
title_sort |
theory and econometrics of financial asset pricing / |
publisher |
De Gruyter, |
publishDate |
2022 |
physical |
1 online resource (XIV, 388 p.) Issued also in print. |
contents |
Frontmatter -- Preface -- Contents -- 1 Probability Distributions -- 2 Simple Linear Regression -- 3 Capital Asset Pricing Model -- 4 Event Studies -- 5 Time Series Modeling -- 6 Multiple Linear Regression -- 7 Multi-Factor Asset Pricing -- 8 Euler Condition for Asset Pricing -- 9 Maximum Likelihood Methods -- 10 Unit Roots and Cointegration -- 11 Bond Prices and Interest Rate Models -- 12 Option Pricing and Implied Moments -- List of Figures -- List of Tables -- About the Author -- Index |
isbn |
9783110673951 9783110766820 9783110992823 9783110993899 9783110994810 9783110992922 9783110674019 9783110673852 |
callnumber-first |
H - Social Science |
callnumber-subject |
HB - Economic Theory and Demography |
callnumber-label |
HB139 |
callnumber-sort |
HB 3139 |
url |
https://doi.org/10.1515/9783110673951 https://www.degruyter.com/isbn/9783110673951 https://www.degruyter.com/document/cover/isbn/9783110673951/original |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.6 |
dewey-sort |
3332.6 |
dewey-raw |
332.6 |
dewey-search |
332.6 |
doi_str_mv |
10.1515/9783110673951 |
oclc_num |
1340959782 |
work_keys_str_mv |
AT limkianguan theoryandeconometricsoffinancialassetpricing |
status_str |
n |
ids_txt_mv |
(DE-B1597)535390 (OCoLC)1340959782 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DG Plus DeG Package 2022 Part 1 Title is part of eBook package: De Gruyter EBOOK PACKAGE Business and Economics 2022 English Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2022 English Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2022 Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics 2022 |
is_hierarchy_title |
Theory and Econometrics of Financial Asset Pricing / |
container_title |
Title is part of eBook package: De Gruyter DG Plus DeG Package 2022 Part 1 |
_version_ |
1770177748068728832 |
fullrecord |
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