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General Equilibrium Option Pricing Method

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First;

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Physics of Finance

One of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods;

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Asset Pricing Theory

, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that;

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Derivatives Pricing and Modeling

or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new;

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Pricing and Equilibrium

This volume analyses value and equilibrium. Chapters on the decisions of household and on the theory of the firm (including short and long;

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The Foundations of Continuous Time Finance

continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing and, finally, term structure and other applications. It;

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Stochastic Methods in Asset Pricing

A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete;

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Economic Dynamics

Economic dynamic theory includes dynamic games, dynamic general equilibrium theory, and empirical studies. The following topics are;

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Economic Modeling and Inference

, option pricing, and optimal hedging * Describes labor applications including job search, equilibrium search, and retirement * Illustrates the;

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William F. Sharpe

William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He was one of the;

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Essential Microeconomics

pricing model, and arbitrage pricing theory. Choice over time is given extensive coverage and includes a basic introduction to control theory. The;

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Asset Pricing in Discrete Time

rational expectations equilibrium. - Uses the rational expectations framework to analyse the pricing of forward and futures contracts on assets;

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Continuous-Time Asset Pricing Theory

present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied;

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General Equilibrium Theory of Value

The concept of general equilibrium, one of the central components of economic theory, explains the behavior of supply, demand, and prices;

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Methods of Mathematical Finance

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption;

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Methods of Mathematical Finance

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption;

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Dynamic Macroeconomic Theory

agents and to predict the consequences of alternative hypothetical ways of administering government economic policy. General equilibrium models;

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Applied Industrial Economics

illustrates the central role of pricing schemes (including parallel pricing, delivered pricing and competition clauses) in sustaining equilibrium;

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Continuous-Time Asset Pricing Theory

, portfolio optimization, market efficiency, and equilibrium pricing models. For applications to high dimensional statistics and machine learning, new;

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Arbitrage Theory in Continuous Time

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Intermediate Financial Theory

between the equilibrium and the arbitrage perspectives on valuation and pricing, and a new chapter on asset management for the long-term investor;

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Nonlinear Pricing

and exploit patterns hidden within the seemingly helter-skelter rise and fall of daily stock prices. Nonlinear Pricing sheds much needed light;

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Advanced Finance Theories

selection and capital market theory, optimum consumption and intertemporal portfolio selection, option pricing theory, contingent claim analysis;

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Financial Markets and Corporate Finance

importance of the field of finance over this period.The papers cover corporate finance, option pricing and derivative markets, international finance;

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General Theory of Portfolio Efficiency

given and forms the foundation for the Capital Asset Pricing Model (CAPM). However, the strong assumptions under which it holds reduce its;

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Theory and Econometrics of Financial Asset Pricing

of investors' risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational;

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