عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3790801496
(Number (ISBN
9783790801491
NATIONAL BIBLIOGRAPHY NUMBER
Number
b547867
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Economic foundation of asset price processes
General Material Designation
[Book]
First Statement of Responsibility
Erik Lüders.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Heidelberg
Name of Publisher, Distributor, etc.
Physica-Verlag
Date of Publication, Distribution, etc.
©2004.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 121 p. : ill. ; 24 cm.
SERIES
Series Title
ZEW economic studies, v. 24.
CONTENTS NOTE
Text of Note
1. Introduction --;2. Arbitrage-free markets and the pricing kernel --;3. The information process --;4. Literature review --;5. Asset returns with non-constant elasticity of the pricing kernel --;6. Analytical asset price processes --;7. Asset returns given stochastic volatility of the information process --;8. Summary.
TOPICAL NAME USED AS SUBJECT
Prices -- Econometric models.
Rate of return -- Econometric models.
Stocks -- Prices -- Econometric models.
PERSONAL NAME - PRIMARY RESPONSIBILITY
Erik Lüders.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Erik Lüders
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
