國立虎尾科技大學 |

Theory and econometrics of financial asset pricing

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Theory and econometrics of financial asset pricing/ Kian Guan Lim.
作者:	Lim, Kian Guan.
出版者:	Berlin ;De Gruyter, : c2022.,
面頁冊數:	1 online resource (xiv, 388 p.) :ill. :
標題:	Asset requirements. -
電子資源:	https://www.degruyter.com/isbn/9783110673951
ISBN:	9783110673951

Theory and econometrics of financial asset pricing
Lim, Kian Guan.

Theory and econometrics of financial asset pricing[electronic resource] /Kian Guan Lim. - Berlin ;De Gruyter,c2022. - 1 online resource (xiv, 388 p.) :ill.

Includes bibliographical references and index.

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' risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational bubbles. It concentrates on analyses of stock, credit, and option pricing. Existing highly cited finance models in pricing of these assets are covered in detail, and theory is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Linear regression methods and some nonlinear methods are also covered. The contribution of this book, and at the same time, its novelty, is in employing materials in probability theory, economics optimization, econometrics, and data analyses together to provide a rigorous and sharp intellect for investment and financial decision-making. Mistakes are often made with far too often sweeping pragmatism without deeply knowing the underpinnings of how the market economics works. This book is written at a level that is both academically rigorous for university courses in investment, derivatives, risk management, as well as not too mathematically deep so that finance and banking graduate professionals can have a real journey into the frontier financial economics thinking and rigorous data analytical findings.

ISBN: 9783110673951

Standard No.: 10.1515/9783110673951doiSubjects--Topical Terms:

1420940
Asset requirements.

LC Class. No.: HG4636 / .L56 2022

Dewey Class. No.: 332.63/222

Theory and econometrics of financial asset pricing
LDR:02489cam a2200277 a 4500 001 1109624
003 DE-B1597
005 20230502090707.0
006 m o d
007 cr cnu---unuuu
008 231110s2022 gw a ob 001 0 eng d
020 $a 9783110673951 $q (ePDF)
020 $a 9783110674019 $q (epub)
020 $z 9783110673852 $q (print)
024 7 $a 10.1515/9783110673951 $2 doi
035 $a 9783110673951
040 $a DE-B1597 $b eng $c DE-B1597
041 0 $a eng
050 4 $a HG4636 $b .L56 2022
082 0 4 $a 332.63/222 $2 23
100 1 $a Lim, Kian Guan. $3 839280
245 1 0 $a Theory and econometrics of financial asset pricing $h [electronic resource] / $c Kian Guan Lim.
260 $a Berlin ; $a Boston : $b De Gruyter, $c c2022.
300 $a 1 online resource (xiv, 388 p.) : $b ill.
504 $a Includes bibliographical references and index.
520 $a 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' risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational bubbles. It concentrates on analyses of stock, credit, and option pricing. Existing highly cited finance models in pricing of these assets are covered in detail, and theory is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Linear regression methods and some nonlinear methods are also covered. The contribution of this book, and at the same time, its novelty, is in employing materials in probability theory, economics optimization, econometrics, and data analyses together to provide a rigorous and sharp intellect for investment and financial decision-making. Mistakes are often made with far too often sweeping pragmatism without deeply knowing the underpinnings of how the market economics works. This book is written at a level that is both academically rigorous for university courses in investment, derivatives, risk management, as well as not too mathematically deep so that finance and banking graduate professionals can have a real journey into the frontier financial economics thinking and rigorous data analytical findings.
588 $a Description based on print version record.
650 0 $a Asset requirements. $3 1420940
650 0 $a Econometrics. $3 556981
650 0 $a Capital assets pricing model. $3 576533
856 4 0 $u https://www.degruyter.com/isbn/9783110673951