.

0 (hodnocen0 x )

EB

ONLINE

New York : Routledge, 2012

1 online resource (xiv, 310 p.) : ill

ISBN 9780203112618 (electronic bk.)

ISBN 9780415696029

ISBN 9780415696036 (pb)

Includes index

Introduction -- The measurement of returns on bonds, equities and other financial instruments -- The relationship between risk and return -- Alternative approaches to the relationship between risk and return -- Returns and the capital structure of the firm -- The relationship between equity value, dividends and other cash flow streams -- The relationship between book (accounting) rates of return and the cost of capital for firms and capital projects -- Statistical foundations : first order stochastic differential equations -- Statistical foundations : systems of and higher order stochastic differential equations -- Equity valuation : a canonical model -- Equity valuation : non-linearities and scaling -- Equity valuation : multi-variable investment opportunity sets -- Equity valuation : higher order investment opportunity sets, momentum and acceleration.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001747869

full

(Au-PeEL)EBL1016081

(CaONFJC)MIL389817

(CaPaEBR)ebr10596398

(MiAaPQ)EBC1016081

(OCoLC)810077932