By Dean Paxson, Douglas Wood
The Blackwell Encyclopedic Dictionary of Finance presents transparent, concise, as much as the minute and hugely informative definitions and causes of the foremost techniques protecting the full of the quick altering box of up to date finance. Bringing jointly particularly commissioned and thoroughly edited entries from a global staff of the world's top recognized and revered finance students and academics, this may develop into the traditional reference for college students, researchers, teachers and practitioners.
The Dictionary has been conscientiously designed to offer either the professional and the newcomer overviews and succinct displays of an important strategies, phrases and strategies in glossy finance. With entries starting from prolonged explorations of significant subject matters to brief definitions of keyword phrases, this significant reference paintings offers the user:
Authoritative and entire assurance of the total field.
A absolutely listed and cross-referenced for specific study with correct citations for extra study.
Definitive entries masking the very newest improvement in finance.
A thoroughly foreign viewpoint and writer base.
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Additional resources for Blackwell Encyclopedic Dictionary of Finance
Melino, A. & Shiller, R. (1987). Estimating the continuous time consumption-based asset pricing model. Journal of Business and Economic Statistics, 5, 315–28. Hansen, L. P. & Singleton, K. (1982). Generalized instrumental variables estimation in nonlinear rational expectations models. Econometrica, 50, 1269–86. Harrison, M. & Kreps, D. (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20, 381–408. Harvey, C. (1989). Time-varying conditional covariances in tests of asset pricing models.
Ross, S. (1985b). A theory of the term structure of interest rates. Econometrica, 53, 385–407. Cox, J. & Ross, S. (1976). The valuation of options for alternative stochastic processes. Journal of Financial Economics, 3, 145–66. Dybvig, P. & Ross, S. (1983). Yes, the APT is testable. Journal of Financial Economics, 40, 1173–88. Epstein, L. & Zin, S. (1989). Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Econometrica, 57, 937–69.
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