Buch, Englisch, 408 Seiten, Format (B × H): 156 mm x 241 mm, Gewicht: 689 g
Buch, Englisch, 408 Seiten, Format (B × H): 156 mm x 241 mm, Gewicht: 689 g
Reihe: Wiley Series in Probability and Statistics
ISBN: 978-0-471-35628-8
Verlag: Wiley
* Questions the assumption that markets clear quickly.
* Offers a timely examination of the LTCM collapse.
* Written by a group of well-respected and highly qualified authors.
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
Weitere Infos & Material
Preface.
Introduction and the Institutional Environment.
Some Conventional Building Blocks (With Various Reservations).
Diversification and Portfolio Selection.
Capital Market Equilibrium Theories.
Equilibrium Implying Efficiency: The Neoclassical Fantasy.
More Realistic Paradigms for Investment.
Security Analysis.
Empirical Financial Forecasting.
Stock Price Growth as Noisy Compound Interest.
Investing in Real World Markets: Returns and Risk Profiles.
Common Stock Options.
Summary, Some Unsettled (Unsettling) Questions, and Conclusions.
Appendix A: A Brief Introduction to Probability and Statistics.
Appendix B: Statistical Tables.
Index.