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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| Superior document: | Title is part of eBook package: De Gruyter DG Plus DeG Package 2022 Part 1 |
|---|---|
| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2022] ©2022 |
| Year of Publication: | 2022 |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (XIV, 388 p.) |
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Table of 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