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Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.001.0001
Subject:
Economics and Finance, Financial Economics

This book presents an introduction to arbitrage theory and its applications to problems for financial derivatives. This second edition includes more advanced materials; appendices on measure theory, ... More

Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198775188
eISBN:
9780191595981
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198775180.001.0001
Subject:
Economics and Finance, Financial Economics

This book gives a comprehensive introduction to arbitrage theory for the pricing of contingent claims, such as options, futures, and other financial derivatives. The arbitrage theory for the term ... More

Asset ManagementA Systematic Approach to Factor Investing

Asset Management: A Systematic Approach to Factor Investing

Andrew Ang

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199959327
eISBN:
9780199382323
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199959327.001.0001
Subject:
Economics and Finance, Financial Economics

This book upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent. The key, the book argues, ... More

Asset Pricing in Discrete TimeA Complete Markets Approach

Asset Pricing in Discrete Time: A Complete Markets Approach

Ser-Huang Poon and Richard Stapleton

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.001.0001
Subject:
Economics and Finance, Financial Economics

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily ... More

Asset Pricing under Asymmetric InformationBubbles, Crashes, Technical Analysis, and Herding

Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding

Markus K. Brunnermeier

Published in print:
2001
Published Online:
November 2003
ISBN:
9780198296980
eISBN:
9780191596025
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198296983.001.0001
Subject:
Economics and Finance, Financial Economics

Asset prices are driven by public news and information that is dispersed among many market participants. Traditional asset pricing theories have assumed that all investors hold symmetric information. ... More

Banking Strategy, Credit Appraisal, and Lending DecisionsA Risk–Return Framework

Banking Strategy, Credit Appraisal, and Lending Decisions: A Risk–Return Framework

Hrishikes Bhattacharya

Published in print:
2011
Published Online:
September 2012
ISBN:
9780198074106
eISBN:
9780199080861
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198074106.001.0001
Subject:
Economics and Finance, Financial Economics

Banks and financial institutions are faced with two apparently conflicting phenomena — interest rate deregulation on the one hand and capital adequacy requirements and prudential norms on the other. ... More

Beyond Greed and FearUnderstanding Behavioral Finance and the Psychology of Investing

Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing

Hersh Shefrin

Published in print:
2002
Published Online:
November 2003
ISBN:
9780195161212
eISBN:
9780199832996
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0195161211.001.0001
Subject:
Economics and Finance, Financial Economics

Behavioral finance is the study of how psychology impacts finance. This book represents the first general, comprehensive treatment of the subject. The book explains how psychological phenomena impact ... More

Beyond Junk BondsExpanding High Yield Markets

Beyond Junk Bonds: Expanding High Yield Markets

Glenn Yago and Susanne Trimbath

Published in print:
2003
Published Online:
November 2003
ISBN:
9780195149234
eISBN:
9780199871865
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0195149238.001.0001
Subject:
Economics and Finance, Financial Economics

Since financial myths exploded in the 1980s, the perspective of time creates a unique opportunity to update and expand the analysis begun in Glenn Yago's 1991 book, Junk Bonds: How High Yield ... More

Brain Drain and Brain GainThe Global Competition to Attract High-Skilled Migrants

Brain Drain and Brain Gain: The Global Competition to Attract High-Skilled Migrants

Tito Boeri, Herbert Brücker, Frédéric Docquier, and Hillel Rapoport (eds)

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199654826
eISBN:
9780191742095
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199654826.001.0001
Subject:
Economics and Finance, Development, Growth, and Environmental, Financial Economics

This volume reviews the most recent research on brain drain and brain gain, producing new original results by the means of data sources specifically assembled for this study, and addressing several ... More

Business Cycle Theory

Business Cycle Theory

Lutz G. Arnold

Published in print:
2002
Published Online:
October 2011
ISBN:
9780199256815
eISBN:
9780191698385
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199256815.001.0001
Subject:
Economics and Finance, Financial Economics

Business cycle theory is a broad and disparate field. Different schools of thought offer alternative explanations for cycles, often using different mathematical methods. This book aims to provide ... More

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