Diese Seite auf DE

Event

Asset Pricing [SS212530555]

Type
lecture (V)
Online
Term
SS 2021
SWS
2
Language
Deutsch
Appointments
0
Links
ILIAS

Lecturers

Organisation

  • Financial Engineering und Derivate

Part of

Literature

Basisliteratur

  • Asset pricing / Cochrane, J.H. - Rev. ed., Princeton Univ. Press, 2005.

Zur Wiederholung/Vertiefung

  • Investments and Portfolio Management / Bodie, Z., Kane, A., Marcus, A.J. - 9. ed., McGraw-Hill, 2011.
  • The econometrics of financial markets / Campbell, J.Y., Lo, A.W., MacKinlay, A.C. - 2. printing, with corrections, Princeton Univ. Press, 1997.