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Asset Pricing : Modeling and Estimation

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Cover of 'Asset Pricing : Modeling and Estimation'

Table of Contents

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    Book Overview
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    Chapter 1 Financial Modeling
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    Chapter 2 Estimation Principles
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    Chapter 3 Introduction and Survey
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    Chapter 4 Valuation Model
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    Chapter 5 First Empirical Results
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    Chapter 6 Implications for Investment Strategies
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    Chapter 7 Summary and Conclusions
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    Chapter 8 Introduction and Survey
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    Chapter 9 Term Structure Model
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    Chapter 10 Initial Characteristic Results
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    Chapter 11 Risk Management and Derivatives Pricing
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    Chapter 12 Calibration to Standard Instruments
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    Chapter 13 Summary and Conclusions
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    Chapter 14 Introduction and Survey
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    Chapter 15 Electricity Pricing Model
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    Chapter 16 Empirical Inference
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    Chapter 17 Summary and Conclusions
Attention for Chapter 4: Valuation Model
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