Idioma: Inglés
Publicado por EGEA Spa - Bocconi University Pr, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
EUR 30,56
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Idioma: Inglés
Publicado por Egea Spa - Bocconi University Press, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America
EUR 34,10
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
Idioma: Inglés
Publicado por Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de America
EUR 39,23
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. Condición: New. This book offers an essential introduction to modern portfolio theory. The book provides a number of simple, practical examples to allow the reader to apply the theoretical concepts presented in each chapter. A portion of such practical cases are worked out in Excel and made available via the publisher's companion website Mybook. The book takes inspiration from Markowitz' classical mean-variance, it then proceeds to develop modelling tools of increasing sophistication that eventually take into account the role played by generic risk-averse preferences. The book also explores a few advanced topics: the use of multi-factor asset pricing models and the role of background risks and human capital. The book is tailored for a course at MSc level.
EUR 29,86
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: new.
Idioma: Inglés
ISBN 10: 8899902054 ISBN 13: 9788899902056
Librería: libreriauniversitaria.it, Occhiobello, RO, Italia
EUR 26,60
Cantidad disponible: 2 disponibles
Añadir al carritoCondición: NEW.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 62,41
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 60,57
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Añadir al carritoCondición: New. In.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 74,31
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Añadir al carritoCondición: New.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 60,55
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Añadir al carritoCondición: New.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 76,87
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. pp. 131.
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 67,99
Cantidad disponible: 15 disponibles
Añadir al carritoCondición: New. This book uses modern linear and nonlinear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. Num Pages: 141 pages, biography. BIC Classification: KCX; KFFH; KFFM2. Category: (P) Professional & Vocational. Dimension: 148 x 223 x 18. Weight in Grams: 318. . 2015. Hardback. . . . .
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 66,67
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Idioma: Inglés
Publicado por Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de America
EUR 41,79
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. Condición: New. This book offers an essential introduction to modern portfolio theory. The book provides a number of simple, practical examples to allow the reader to apply the theoretical concepts presented in each chapter. A portion of such practical cases are worked out in Excel and made available via the publisher's companion website Mybook. The book takes inspiration from Markowitz' classical mean-variance, it then proceeds to develop modelling tools of increasing sophistication that eventually take into account the role played by generic risk-averse preferences. The book also explores a few advanced topics: the use of multi-factor asset pricing models and the role of background risks and human capital. The book is tailored for a course at MSc level.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 77,63
Cantidad disponible: 2 disponibles
Añadir al carritoHardcover. Condición: Brand New. 130 pages. 5.50x8.50x0.75 inches. In Stock.
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
EUR 83,98
Cantidad disponible: 15 disponibles
Añadir al carritoCondición: New. This book uses modern linear and nonlinear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. Num Pages: 141 pages, biography. BIC Classification: KCX; KFFH; KFFM2. Category: (P) Professional & Vocational. Dimension: 148 x 223 x 18. Weight in Grams: 318. . 2015. Hardback. . . . . Books ship from the US and Ireland.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 94,79
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 434.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 111,46
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Añadir al carritoCondición: New.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 118,52
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 434.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 124,68
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 114,14
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Añadir al carritoCondición: New. In.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 116,17
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 434.
Idioma: Inglés
Publicado por Academic Press 2018-05-31, 2018
ISBN 10: 0128134097 ISBN 13: 9780128134092
Librería: Chiron Media, Wallingford, Reino Unido
EUR 112,15
Cantidad disponible: 10 disponibles
Añadir al carritoPaperback. Condición: New.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 114,13
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Añadir al carritoCondición: New.
Librería: libreriauniversitaria.it, Occhiobello, RO, Italia
EUR 36,10
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: NEW.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 127,17
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Añadir al carritoCondición: As New. Unread book in perfect condition.
EUR 117,61
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Añadir al carritoKartoniert / Broschiert. Condición: New. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the pro.
EUR 161,92
Cantidad disponible: 2 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. Neuware - Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs.
Idioma: Inglés
Publicado por SPRINGER NATURE Nov 2015, 2015
ISBN 10: 1137561386 ISBN 13: 9781137561381
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 53,49
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil.This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core Eurozone countries. The authors analyse and compare the results from linear and non-linear models to identify and assess four distinct contagion channels characterizing both US and European financial markets. These include the correlated information, risk premium, flight-to-liquidity, and flight-to quality channels. The results of this study support the theory that both investors and policy-makers ought to pay special attention to liquidity and commonalities in the perceptions of the probabilities of default, as channels through which financial shocks propagate. 131 pp. Englisch.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 74,57
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. Print on Demand pp. 131.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 79,58
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. PRINT ON DEMAND pp. 131.