Empirical Dynamic Asset Pricing 现货图书

Product Details 基本信息 ISBN-13 书号 9780691122977 Author 作者 Kenneth J. Singleton Format 版本 精装 Pages Number 页数 536页 Publication Date 出版日期 2006-03-26 Product Dimensions 商品尺寸 24 x 16.5 x 3.8 cm Shipping Weight 商品重量 0.8 kg Language 语种 其它（含多语） Book Contents 内容简介 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. Singleton addresses the restrictions on the joint di

¥1030

中国进口图书旗舰店

Kenneth J. Singleton /2006-03-26 /暂无出版社信息

英文原版 Empirical Dynamic Asset Pricing 实证动态资产定价 模型设定与计量经济评价 Ke

¥1157.1

瑞雅图书专营店

Kenneth /2006-03-01 /Princeton

3-6周达 Empirical Dynamic Asset Pricing: Model Specification a 【全球购】进口原版图书，预计3-6周到达国内后发出

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书之源外文图书

Singleton, Kenneth J. /2005-03-01 /Princeton University Press

英文原版 Empirical Dynamic Asset Pricing 实证动态资产定价 模型设定与计量经济评价 Ke

¥1157.1

华研外语旗舰店

2006-03-01 /Princeton

Empirical Dynamic Asset Pricing: Model Specification and Eco

作者简介： KENNETH J. SINGLETON is Adams Distinguished Professor of Management and Senior Associate Dean for Academic Affairs at the Graduate School of Business, Stanford University. A Fellow of the Econometric Society, he is the recipient of the organization's Frisch Prize. He is also the recipient of the Smith-Breeden Distinguished Paper Award from the Journal of Finance. Singleton is a director of the American Finance Association and was previously an editor of the Review of Financial Studies. He is coauthor, with Darrell Duffle, of Credit Risk: Pricing, Management, and Measurement (Princeton).

¥596.60

Kenneth J. Singleton 著 /2006-03-01 /Oversea Publishing House