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Theory and Econometrics of Financial Asset Pricing (Hardcover)
Loot Price: R1,337
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Theory and Econometrics of Financial Asset Pricing (Hardcover)
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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.
General
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