Search Results - "asset pricing"

Capital budgeting valuation financial analysis for today's investment projects / by Baker, H. Kent (Harold Kent), 1944-

Table of Contents: “…Hall and Wim Westerman ; Capital budgeting with political/country risk / Yacine Belghitar and Ephraim Clark ; Risk management in project finance / Stefano Gatti and Stefano Caselli ; Risk simulation concepts and methods / Tom Arnold and David North -- Estimating the project cost of capital: Cost of capital : an introduction / Octavian Ionici, Kenneth Small, and Frank D'Souza ; Using the capital asset pricing model and arbitrage pricing theory in capital budgeting / S. …”
An electronic book accessible through the World Wide Web; click to view

Japan's bubble, deflation, and long-term stagnation

Table of Contents: “…Weinstein -- The Japanese asset price bubble : a heterogeneous approach / Robert Barsky -- Time of troubles : the yen and Japan's economy, 1985-2008 / Maurice Obstfeld -- The Japan-US exchange rate, productivity, and the competitiveness of Japanese industries / Robert Dekle and Kyoji Fukao, with the Assistance of Murat Ungor -- International financial integration and Japanese economic performance / Philip R. …”
An electronic book accessible through the World Wide Web; click to view

Japan's bubble, deflation, and long-term stagnation

Table of Contents: “…Weinstein -- The Japanese asset price bubble : a heterogeneous approach / Robert Barsky -- Time of troubles : the yen and Japan's economy, 1985-2008 / Maurice Obstfeld -- The Japan-US exchange rate, productivity, and the competitiveness of Japanese industries / Robert Dekle and Kyoji Fukao, with the Assistance of Murat Ungor -- International financial integration and Japanese economic performance / Philip R. …”
An electronic book accessible through the World Wide Web; click to view

Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /

Table of Contents: “…Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. …”
An electronic book accessible through the World Wide Web; click to view

Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /

Table of Contents: “…Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. …”
An electronic book accessible through the World Wide Web; click to view

Macrofinancial linkages trends, crises, and policies /

Table of Contents: “…/ Abdul Abiad, Nienke Oomes, Kenichi Ueda -- Policy issues -- Monetary policy and asset prices : does "benign neglect" make sense? / Michael D. …”
An electronic book accessible through the World Wide Web; click to view

Macrofinancial linkages trends, crises, and policies /

Table of Contents: “…/ Abdul Abiad, Nienke Oomes, Kenichi Ueda -- Policy issues -- Monetary policy and asset prices : does "benign neglect" make sense? / Michael D. …”
An electronic book accessible through the World Wide Web; click to view

Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /

Table of Contents: “…Peng -- Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous -- Stochastic Volatility 117 -- D. …”
An electronic book accessible through the World Wide Web; click to view

Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /

Table of Contents: “…Peng -- Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous -- Stochastic Volatility 117 -- D. …”
An electronic book accessible through the World Wide Web; click to view

The international financial crisis have the rules of finance changed? /

Table of Contents: “…The international financial crisis : asset price exuberance and macroprudential regulation / Charles L. …”
An electronic book accessible through the World Wide Web; click to view

The international financial crisis have the rules of finance changed? /

Table of Contents: “…The international financial crisis : asset price exuberance and macroprudential regulation / Charles L. …”
An electronic book accessible through the World Wide Web; click to view

Bayesian inference in the social sciences /

Table of Contents: “…Recessions 181 Rui Liu and Ivan Jeliazkov 7.1 Introduction 181 7.2 Methodology 183 7.3 Results 188 7.4 Conclusions 191 Appendix: Data 192 References 192 8 What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models 201 Paskalis Glabadanidis 8.1 Introduction 202 8.2 Methodology 204 8.3 Data 205 8.4 Empirical Results 206 8.5 Concluding Remarks 212 9 Stochastic Search For Price Insensitive Consumers 227 Eric Eisenstat 9.1 Introduction 228 9.2 Random utility models in marketing applications 230 9.3 The censored mixing distribution in detail 234 9.4 Reference price models with price thresholds 240 9.5 Conclusion 244 References 245 10 Hierarchical Modeling of Choice Concentration of US Households 249 Karsten T. …”
An electronic book accessible through the World Wide Web; click to view

Bayesian inference in the social sciences /

Table of Contents: “…Recessions 181 Rui Liu and Ivan Jeliazkov 7.1 Introduction 181 7.2 Methodology 183 7.3 Results 188 7.4 Conclusions 191 Appendix: Data 192 References 192 8 What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models 201 Paskalis Glabadanidis 8.1 Introduction 202 8.2 Methodology 204 8.3 Data 205 8.4 Empirical Results 206 8.5 Concluding Remarks 212 9 Stochastic Search For Price Insensitive Consumers 227 Eric Eisenstat 9.1 Introduction 228 9.2 Random utility models in marketing applications 230 9.3 The censored mixing distribution in detail 234 9.4 Reference price models with price thresholds 240 9.5 Conclusion 244 References 245 10 Hierarchical Modeling of Choice Concentration of US Households 249 Karsten T. …”
An electronic book accessible through the World Wide Web; click to view