Sale!

Antonio Mele – Lecture Notes in Financial Economics

Original price was: ₹59,700.Current price is: ₹1,328.

Category:

Description

Lecture Notes in Financial Economics, Antonio Mele – Lecture Notes in Financial Economics, Lecture Notes in Financial Economics download, Antonio Mele – Lecture Notes in Financial Economics review, Lecture Notes in Financial Economics free torent
Antonio Mele – Lecture Notes in Financial Economics
The present Lecture Notes in Financial Economics are based on my teaching notes for advanced undergraduate and graduate courses in financial economics, macroeconomic dynamics, financial econometrics and financial engineering. Part I, “Foundations,” develops the fundamentals tools of analysis used in Part II and Part III. These tools span such disparate topics as classical portfolio selection, dynamic consumption- and production- based asset pricing, in both discrete and continuous-time, the intricacies underlying incomplete markets and some other market imperfections and, finally, econometric tools comprising maximum likelihood, methods of moments, and the relatively more modern simulation-based inference methods. Part II, “Asset pricing and reality,” is about identifying the main empirical facts in finance and the challenges they pose to financial economists: from excess price volatility and countercyclical stock market volatility, to cross-sectional puzzles such as the value premium. This second part reviews the main models aiming to take these puzzles on board. Part III, “Applied asset pricing theory,” aims just to this: to use the main tools in Part I and cope with the main challenges occurring in actual capital markets, arising from option pricing and trading, interest rate modeling and credit risk and their associated derivatives. In a sense, Part II is about the big puzzles we face in fundamental research, while Part III is about how to live within our current and certainly unsatisfactory paradigms, so as to cope with demand for intellectual expertise.
These notes are still underground. The economic motivation and intuition are not always developed as deeply as they deserve, some derivations are inelegant, and sometimes, the English is a bit informal. Moreover, I still have to include material on asset pricing with asymmetric information, monetary models of asset prices, bubbles, asset prices implications of overlapping generations models, or financial frictions. Finally, I need to include more extensive surveys for each topic I cover, especially in Part II. I plan to revise these notes to fill these gaps. Meanwhile, any comments on this version are more than welcome.

56
    56
    Your Cart
    Black Digital Blueprint Full Course Remove
    Black Digital Blueprint Full Course
    1 X 35,600 = 35,600
    Jon Benson – ChatVSL Workshop Remove
    Jon Benson – ChatVSL Workshop
    1 X 5,600 = 5,600
    Art of Negotiating the Best Deal Remove
    Art of Negotiating the Best Deal
    1 X 4,000 = 4,000
    Mobile Marketing Masterclass 2023 Remove
    Mobile Marketing Masterclass 2023
    1 X 297 = 297
    EFT Tapping for Weight Management 12 WEEK PROGRAM Remove
    Hypnotica – Masculine Matrix Remove
    Lance Spicer – Offshore Collection Remove
    Jeremy Miner – NEPQ Sales Program Remove
    Jeremy Miner – NEPQ Sales Program
    1 X 4,600 = 4,600
    Clarence Stratton – Public Speaking Remove
    Clarence Stratton – Public Speaking
    2 X 4,000 = 8,000
    Rob Beal – Schematic Architecture Remove
    Rob Beal – Schematic Architecture
    1 X 15,272 = 15,272
    Nifty Banker 2.0 (2022) Remove
    Nifty Banker 2.0 (2022)
    1 X 199 = 199
    MoneyBall Crypto Domination 101 Course Remove
    Advanced AmiBroker Coding | Available Now ! Remove
    Jean Houston – Unlock Your Quantum Powers Remove
    Ben Cathro – Intro to Mountain Biking Remove
    Ben Cathro – Intro to Mountain Biking
    1 X 4,000 = 4,000
    [Download] CartFlows (2021) Remove
    [Download] CartFlows (2021)
    1 X 199 = 199
    [Download] Steve Larsen – OfferLab (2021) Remove
    Trading Hub 3.0 Updated Remove
    Trading Hub 3.0 Updated
    1 X 800 = 800