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紙図書
国立国会図書館
- 要約等...g of financial assets such as stocks, bonds, and options. The m......are formulated and analyzed using concepts and techniques from mathematics and probability th......classic models and some recent 'state-of-the-art...
- 内容細目1. Introduction and overview 2.Unc......, information, and stochastic pro......os, arbitrage, and market completeness 4 .State prices 5. Preferences......sumption-based asset pricing 9. Adv......sumption-based asset pricing 10. Fa......m structure of interest rates 12. Risk-adjusted probabiliti...
- 件名Capital assets pricing model......books. Capital assets pricing model. Finance--Math...
紙図書
国立国会図書館
- 要約等...t-term nominal interest rates as the instrum...... because money and other credit m......nancial crisis interest rates effectively hit zero percent and so central ban......itative easing and the purchase o......oxic financial assets. This book br......ancial markets and central banks ......cy instruments and explore what l......nancial system and seen their balance sheets expand to multiples o......n expectations and (iv) the allev......rience with QE and draw a distinc......ween liquidity and macroeconomic stabilisation o...
- 内容細目...gjit S. Chadha and Sean Holly; 2. Liquidity and monetary polic......uglas Gale; 3. Interest rate policies and the stability ...... Hans Gersbach and Jan Wenzelberger; 4. Handling liquidity shocks: QE and Tobin's q Marcus Miller and John Driffill; 5. Asset purchase policies and portfolio effe......Stefania Villa and Jing Yang; 7. ......balance sheets and long term forward rates Sharon Kozicki, Eric Santor and Lena Suchanek; 8. Non-standard monetary policy measures and monetary devel......enza, Huw Pill and Lucrezia Reich......, James Warren and Jagjit Chadha.
- 件名Interest rates. Monetary policy. Global Fina...
紙図書
国立国会図書館
- 内容細目...risks posed by asset price booms / ...... Expectations, asset prices, and monetary polic......imon Gilchrist and Masashi Saito ......household debt and borrowing cons......usion, credit, and asset prices / Monika Piazzesi and Martin Schneid......omic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio Re......g central bank interest rate projectio......n D. Rudebusch and John C. Willia......real commodity prices / Jeffrey A. F......netary policy, and asset prices / Roberto Rigobon and Brian Sack Is ......exchange rate? And, if so, can th......ard H. Clarida and Daniel Waldman.
- 件名... Securities -- Prices. Speculation. Capital assets pricing model. Investment an...
紙図書
国立国会図書館
- 内容細目...r productivity and comparative ad......ecific factors and income distrib......tion Resources and trade : the He......in Model The standard trade model......omies of scale and the internatio......, outsourcing, and multinational ......rt 3: Exchange rates and open-economy m......ome accounting and the balance of......ments Exchange rates and the foreign ex......ge market : an asset approach Money, interest rates, and exchange rates Price levels and the exchange r......ong run Output and the exchange r......Fixed exchange rates and foreign exchan...... : opportunity and crisis Optimum......currency areas and the euro Developing countries...
紙図書
国立国会図書館全国の図書館
- 要約等...ing on finance and strategy insid......sity of Malaya and the Sun Tzu Ar......gm in Finance, and Tianyue Lu and Wee-Yeap Lau's...... Roni Setyawan and Buddi Wibowo a......s be the same? and Real Estate and Inflation in C...... Siew Peng Lee and Mansor Isa. Th......s inside China and Sustainability......Xin Sheng Duan and Check-Teck Foo...... Guang You Liu and Xiao Hui Wang ....... D. (1990) St Andrews CA FCCA FC......l of Aerospace and Mechanical Eng......rary Professor and Chair of Strat......iversity of St Andrews, Scotland. He has travel......esearch, Sunzi and management as ......nan University and Research Professor, Fudan Uni...
- 内容細目...pecific Issues and the Reasons fo......Manager Having Interests in China; 4 M......ement System Standard and Practical and Effective Measures; 7 Key Pro...
- 一般注記... Trade Secrets and Equip with Specialized Person...
紙図書
国立国会図書館
- 内容細目...l Status Vital Rates Dependency Rat......Current Market Prices) Balance of Pa......alance Capital and Financial Acco......tment in Fixed Assets Actual Funds ......tment in China and Abroad Foreign......ustry Research and Development R&......ndustry Number and Assets of Enterprise......dustry Revenue and Profits of Ent......f Registration Assets of Enterprise......ises Wholesale and Retail Trade N......s Value Hotels and Catering Servi......lue of Imports and Exports of Goo......lue of Imports and Exports by Cou......lue of Imports and Exports of Ser......ctor Transport and Communications......Traffic Cargo Handled Motor Vehicle Population N...
- 件名China--Statistics--Handbooks, manuals,...... Statistics / Handbooks, manuals, etc. China.
紙図書
国立国会図書館
- 内容細目...t participants and financial inno......ance companies Asset management fir...... firms Primary and secondary markets Risk and return theories: I Risk and return theorie......o swaps, caps, and floors markets......index products and other equity d......ves The theory and structure of interest rates Valuation of debt contracts and their price vo......m structure of interest rates Money markets Treasury and agency securit......ies Market for asset-backed securit......mortgage loans and commercial mor......ets Market for interest rate risk tran......cts Market for interest rate risk tran......it derivatives and collateralized debt obligatio...
紙図書
国立国会図書館
- 内容細目Understanding simple interest Real (effective) interest rate The cost ......omissory notes and bank discounts......it Receivables and inventory fina......e cost of debt and equity financi......rder quantity) and when to order ......od is the merchandise? Factoring ......alent discount and chain discount......oes product demand react to a pri......ed Rules of 69 and 72 Computing interest rate How to ca......king proposals and projects Deter......r How are your assets operating? Repairs and maintenance ra......os Maintenance and repair index U...... basics Profit and loss statement......, proportions, and percentages Charts and graphs...
紙図書
国立国会図書館
- 内容細目... Lines, Risks, and Risk Managemen......Lines 3. Risks and Risk Managemen......cts 5. Banking and Financial Prod......ve Products 7. Interest Rate Risk and Interest Rate Derivativ...... Exchange Risk and Foreign Exchan......s 11. Discrete and Continuous Ret...... 13. Valuation and Pricing Risk 1......easure 18. VaR and Capital Sect. ......tions: Basel 1 and Market Risk 20....... Accounting Standards Sect. 7. Asset Liability Mana......ity Management and Liquidity Gaps 23. Interest Rate Gaps 24. ALM and Hedging Polici......Economic Value and Convexity Risk......nomic Transfer Prices Sect. 9. Dependencies and Portfolio Risk 30. Correlatio...
- 件名Bank management. Banks and banking. Risk management. Ban...
紙図書
国立国会図書館
- 要約等...k at the tools and techniques pro......cial risksRisk and uncertainty, a......nown. Part art and part science, ......ine in finance and economics that......n great nuance and meaning to what risks exist and can be managed and controlled, and a taxonomy of ...... all the tools and techniques nee......es to modeling and managing risks......d uncertainty, and the impact tha......h as liquidity and correlations c......b, intuitions, and insights glean...... risk officer, and financial mark......ty Informative and engaging, this......elp you understand why risk has b......on Wall Street and beyond"--
- 内容細目...ic, geometric, and logarithmic se......urns. 2.2 Risk and securities prices: the standard asset pricing model. 2.3 The standard asset distribution m...... risk in the standard model. 2.5 Benchmark interest rates. 3 Value-at-Ri......onlinear risks and the treatment of bonds and options. 4.1 N......sk measurement and options. 4.2 Y......using duration and convexity. 5 P......The covariance and correlation ma......s. 5.2 Mapping and treatment of bonds and options. 5.3 D......risk. 6 Credit and counterparty r......s. 6.4 Default and recovery: anal...... 7 Spread risk and default intens......ing simulation and copulas to estimate portfolio...
紙図書
国立国会図書館
- 内容細目...tory, trading, and research / Lau......ic programming and financial trad......, Kong-Mui Hoi Interest rate models : ......vros A. Zenios Asset liability mana......hod in mergers and acquisitions /......tory framework and comparative evaluation of exi...
紙図書
国立国会図書館全国の図書館
- 内容細目...ted the crisis and what can we le......banking reform and the future of ......de Soto Understanding crisis : on......of uncertainty and probability / ......erina Svetlova and Matthias Fiedl......nancial crisis and risk measureme......al perspective and a new methodol......umersindo Ruiz and Ramón Trías Di......pression? / Sunanda Sen Innovatio......growth, cycles and finance : thre......from the 1930s and their lessons ......ine P. Winnett and Adrian B. Winn......Epic recession and economic theor......ack Rasmus Did asset prices cause the curr......conomic theory and policy / Steve......erm depression and new markets : economists and ...
紙デジタル図書
国立国会図書館全国の図書館
- 内容細目...t*claims*under*interest*rate*and*asset*price*uncertai......awa著. Economic*and*business*ethic......t claims under interest rate and asset price uncertai......awa‖著 Economic and business ethic......ｔ ｃｌａｉｍｓ ｕｎｄｅｒ ｉｎｔｅｒｅｓｔ ｒａｔｅ ａｎｄ ａｓｓｅｔ ｐｒｉｃｅ ｕｎｃｅｒｔａｉ......ａｗａ／著 Ｅｃｏｎｏｍｉｃ ａｎｄ ｂｕｓｉｎｅｓｓ ｅｔｈｉｃ......ｅｆｉｔｓ Ｅｃｏｎｏｍｉｃ ａｎｄ ｂｕｓｉｎｅｓｓ ｅｔｈｉｃ......t claims under interest rate and asset price uncertai......sawa著 Economic and business ethic......ｔ ｃｌａｉｍｓ ｕｎｄｅｒ ｉｎｔｅｒｅｓｔ ｒａｔｅ ａｎｄ ａｓｓｅｔ ｐｒｉｃｅ ｕｎｃｅｒｔａｉ......ａｗａ著） Ｅｃｏｎｏｍｉｃ ａｎｄ ｂｕｓｉｎｅｓｓ ｅｔｈｉｃ......t claims under interest rate and asset price uncertai......t claims under interest rate and asset price uncertai...
紙博士論文
国立国会図書館
- 並列タイトル等（連結）The recent Japanese interest rate and bond market : ......ncial decision and asset pricing
- 並列タイトル等The recent Japanese interest rate and bond market : ......ncial decision and asset pricing
デジタル記事
全国の図書館
- 並列タイトル等（連結）...rtfolio Theory and Capital Asset Pricing Model ......ng Stock-Price and Long-Term Interest Rate Data in 2020
- 並列タイトル等...rtfolio Theory and Capital Asset Pricing Model ......ng Stock-Price and Long-Term Interest Rate Data in 2020
紙図書
全国の図書館
- 件名Interest rates -- Europe Stocks -- Prices -- Europe
- 件名（識別子）Interest rates -- Europe Stocks -- Prices -- Europe
デジタル記事
全国の図書館
- 並列タイトル等（連結）...tfolio Theory and Capital Asset Pricing Model ...... Stock - Price and Long - Term Interest Rate Data in 2019
- 並列タイトル等...tfolio Theory and Capital Asset Pricing Model ...... Stock - Price and Long - Term Interest Rate Data in 2019
デジタル記事
全国の図書館
- 件名Applied Mathematics Economics and Econometrics
デジタル記事
全国の図書館
- 件名Applied Mathematics Control and Optimization Economics and Econometrics
- 参照...׳s response to asset price fluctuations? What Asset Prices Should Be Targeted by a Centr...