Lien ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/32...

ISBN 13 : 978-0691122977

Sommaire :
I - Econometric Methods for Analyzing DAPMs
2 - Model Specification and Estimation Strategies
3 - Large-Sample Properties of Extremum Estimators
4 - Goodness-of-Fit and Hypothesis Testing
5 - Affine Processes
6 - Simulation-Based Estimators of DAPMs
7 - Stochastic Volatility, Jumps, and Asset Returns

II - Pricing Kernels, Preferences, and DAPMs
8 - Pricing Kernels and DAPMs
9 - Linear Asset Pricing Models
10 - Consumption-Based DAPMs
11 - Pricing Kernels and Factor Models

III - No-Arbitrage DAPMs
12 - Models of the Term Structure of Bond Yields
13 - Empirical Analyses of Dynamic Term Structure Models
14 - Term Structures of Corporate Bond Spreads
15 - Equity Option Pricing Models
16 - Pricing Fixed-Income Derivatives

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque