Princeton Series in Finance – serie
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7 produkter
Financial Econometrics
Problems, Models, and Methods
Av Christian Gourieroux, Joann Jasiak
Inbunden, 2001
1504 kr
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Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a …
Credit Risk Modeling
Theory and Applications
Av David Lando
Inbunden, 2004
1127 kr
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Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers …
Dynamic Asset Pricing Theory
Third Edition
Inbunden, 2001
820 kr
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This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive …
Credit Risk
Pricing, Measurement, and Management
Av Darrell Duffie, Kenneth J. Singleton
Inbunden, 2003
1955 kr
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In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the …
Asset Pricing Theory
Inbunden, 2009
932 kr
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Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, …
Quantitative Risk Management
Concepts, Techniques and Tools - Revised Edition
Av Alexander J. McNeil, Rüdiger Frey m. fl.
Inbunden, 2015
1064 kr
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This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you …
Financial Econometrics
Problems, Models, and Methods
Av Christian Gourieroux, Joann Jasiak
Häftad, 2022
932 kr
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Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a …
