| Description |
xii, 241 pages : illustrations ; 25 cm |
| Series |
Springer finance |
|
Springer finance.
|
| Contents |
1. Introduction -- 2. Basic probability theory and Markov chains -- 3. Estimation techniques -- 4. Non-parametric method of estimation -- 5. Unit root, cointegration and related issues -- 6. VAR modeling -- 7. Time varying volatility models -- 8. State-space models (I) -- 9. State-space models (II) -- 10. Discrete time real asset valuation model -- 11. Discrete time model of interest rate -- 12. Global bubbles in stock markets and linkages -- 13. Forward FX market and the risk premium -- 14. Equity risk premia from derivative prices |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Finance -- Mathematical models.
|
|
Investments -- Mathematical models.
|
| Author |
Hamori, Shigeyuki, 1959-
|
| LC no. |
2005924539 |
| ISBN |
3540251235 (alk. paper) |
|
