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Ditemukan 3 dari pencarian Anda melalui kata kunci: subject="Consumption (economic...
cover
Disasters implied by equity index options
Chernov, MikhailBackus, DavidMartin, Ian

We use equity index options to quantify the distribution of consumption growth disasters. The challenge lies in connecting the risk-neutral distribution of equity returns implied by options to the true distribution of consumption growth. First, we compare pricing kernels constructed from macro-finance and option-pricing models. Second, we compare option prices derived from a macro-finance model…

Edisi
-
ISBN/ISSN
221082
Deskripsi Fisik
-
Judul Seri
-
No. Panggil
JOF6606
cover
Economics for consumer Leland J Gordon
Gordon, Leland J

Includes index and tables.

Edisi
3rd ed
ISBN/ISSN
-
Deskripsi Fisik
xiv, 610 p. 23 cm
Judul Seri
-
No. Panggil
339.4 GOR e
cover
Consumer economics James N.Morgan
Morgan, James N.

Includes index and tables.

Edisi
-
ISBN/ISSN
-
Deskripsi Fisik
viii, 440 p. diagr. 21 cm.
Judul Seri
-
No. Panggil
339.4 MOR c