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Książki na temat „Rate Theory model”

Autor: Grafiati

Data publikacji: 9 listopada 2024

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1

Rao, Ramesh K. S. A theory of the firm's cost of capital: How debt affects the firm's risk, value, tax rate, and the government's tax claim. New Jersey: World Scientific Pub., 2007.

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2

Lewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. Cambridge, MA: National Bureau of Economic Research, 2000.

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3

Rocşoreanu, C. The FitzHugh-Nagumo model: Bifurcation and dynamics. Dordrecht: Kluwer Academic Publishers, 2000.

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4

Brigo, Damiano, i Fabio Mercurio. Interest Rate Models Theory and Practice. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4.

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5

J, Cornyn Anthony, i Mays Elizabeth, red. Interest rate risk models: Theory and practice. Chicago: Glenlake Publ. Co., 1997.

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6

Bolder, David. Affine term-structure models: Theory and implementation. Ottawa: Financial Markets Department, Bank of Canada, 2001.

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7

Bolder, David. Affine term-structure models: Theory and implementation. Ottawa, Ont: Bank of Canada, 2001.

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8

Pentecost, Eric J. Exchange rate dynamics: A modern analysis of exchange rate theory and evidence. Aldershot, Hants, England: E. Elgar, 1993.

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9

Hans, Dewachter, i Embrechts Marc, red. Exchange rate theory: Chaotic models of foreign exchange markets. Oxford, UK: Blackwell, 1993.

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10

Nishiyama, Yasuo. Interest rates: Theory, reality and future impacts. Hauppauge, N.Y: Nova Science Publisher's, 2011.

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11

Hemachandra, W. M. Interest rates: The theory and practice. Rajagiriya: Central Bank of Sri Lanka, 2013.

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12

Lee, George D. Hysteresis and the natural rate of unemployment. Dublin: Central Bank of Ireland, 1988.

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13

Broeck, Mark de. Interpreting real exchange rate movements in transition countries. [Washington, D.C.]: International Monetary Fund, European I and Research Departments, 2001.

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14

Jeanne, Olivier. Noise trading and exchange rate regimes. Cambridge, MA: National Bureau of Economic Research, 1999.

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15

Jeanne, Olivier. Noise trading and exchange rate regimes. Wellington, New Zealand: Reserve Bank of New Zealand, 1999.

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16

A, Moosa Imad, i Bhatti Razzaque H. 1956-, red. The theory and empirics of exchange rates. Singapore: World Scientific, 2010.

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17

Flavin, T. J. Explaining European short-term interest rate differentials: An application of Tobin's portfolio theory. Maynooth, Co Kildare: National University of Ireland, Maynooth, 2000.

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18

Gaver, Donald Paul. Regression analysis of hierarchical Poisson-like event rate data: Superpopulation model effect on predictions. Monterey, Calif: Naval Postgraduate School, 1990.

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19

Vajanne, Laura. The exchange rate under target zones: Theory and evidence on the Finnish markka. Helsinki: Elinkeinoelämän Tutkimuslaitos, 1993.

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20

Mathisen, Johan. Estimation of the equilibrium real exchange rate for Malawi. [Washington, D.C.]: International Monetary Fund, African Department, 2003.

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21

Apte, P. G. The equilibrium approach to exchange rates: Theory and tests. Cambridge, MA: National Bureau of Economic Research, 1996.

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22

Edwards, Sebastian. Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries. Cambridge, MA: National Bureau of Economic Research, 1988.

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23

Alizadeh, Sassan. High- and low-frequency exchange rate volatility dynamics: Range-based estimation of stochastic volatility models. Cambridge, MA: National Bureau of Economic Research, 2001.

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24

Thornton, Daniel L. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2004.

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25

Schmid, Bernd. Credit risk pricing models: Theory and practice. Wyd. 2. Berlin: Springer, 2010.

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26

Bartolini, Leonardo. Soft exchange rate bands and speculative attacks: Theory, and evidence from the ERM. [New York, N.Y.]: Federal Reserve Bank of New York, 1998.

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27

Bredin, Donal. Risk premia and long rates in Ireland. Dublin: Economic Analysis, Research and Publications Department, Central Bank of Ireland, 2000.

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28

Buiter, Willem H. Rational speculative bubbles in an exchange rate target zone. Coventry: University of Warwick Department of Economics, 1990.

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29

Buiter, Willem H. Rational speculative bubbles in an exchange rate target zone. Cambridge, MA: National Bureau of Economic Research, 1990.

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30

Bayoumi, Tamim A. A fair exchange?: Theory and practice of calculating equilibrium exchange rates. [Washington, D.C]: International Monetary Fund, Western Hemisphere and Research Dept., 2005.

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31

Sutton, G. D. A defence of the expectations theory as a model of us long-term interest rates. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2000.

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32

Rogoff, Kenneth S. Dornbusch's overshooting model after twenty-five years. [Washington, D.C.]: International Monetary Fund, Research Department, 2002.

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33

Clarida, Richard H. Monetary policy rules and macroeconomic stability: Evidence and some theory. Cambridge, MA: National Bureau of Economic Research, 1998.

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34

Kandil, Magda. The effects of exchange rate fluctuations on output and prices: Evidence from developing countries. Washington, D.C: International Monetary Fund, IMF Institute, 2003.

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35

Holzer, Harry J. Job vacancy rates in the firm: An empirical analysis. Cambridge, MA: National Bureau of Economic Research, 1990.

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36

Smith, Donald J. Bond math: The theory behind the formulas. Hoboken, N.J: J. Wiley, 2011.

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37

Grauwe, Paul de. Exchange rates, prices and money: A long run perspective. Wien: Oesterreichische Nationalbank, 2001.

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38

Harris, Chris. Utility and welfare optimization: Theory and practice in electricity. New York, NY: Palgrave Macmillan, 2015.

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39

Browne, Frank. The information content of the term structure of interest rates: Theory and practice. [Paris, France]: OECD, Dept. of Economics and Statistics, 1989.

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40

Stock market overreaction and fundamental valuation: Theory and empirical evidence. Berlin: Springer, 2002.

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41

Clarke, Andrew. The Metabolic Theory of Ecology. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780199551668.003.0012.

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Streszczenie:

The model of West, Brown & Enquist (WBE) is built on the assumption that the metabolic rate of cells is determined by the architecture of the vascular network that supplies them with oxygen and nutrients. For a fractal-like network, and assuming that evolution has minimised cardiovascular costs, the WBE model predicts that s=metabolism should scale with mass with an exponent, b, of 0.75 at infinite size, and ~ 0.8 at realistic larger sizes. Scaling exponents ~ 0.75 for standard or resting metabolic rate are observed widely, but far from universally, including in some invertebrates with cardiovascular systems very different from that assumed in the WBE model. Data for field metabolic rate in vertebrates typically exhibit b ~ 0.8, which matches the WBE prediction. Addition of a simple Boltzmann factor to capture the effects of body temperature on metabolic rate yields the central equation of the Metabolic Theory of Ecology (MTE). The MTE has become an important strand in ecology, and the WBE model is the most widely accepted physical explanation for the scaling of metabolic rate with body mass. Capturing the effect of temperature through a Boltzmann factor is a useful statistical description but too simple to qualify as a complete physical theory of thermal ecology.

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42

A Theory of the Firm's Cost of Capital: How Debt Affects the Firm's Risk, Value, Tax Rate, and The... World Scientific Publishing Company, 2007.

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43

Back, Kerry E. Real Options and q Theory. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0020.

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The theory of perpetual options and dynamic programming are applied to analyze the optimal capital investment of a firm. When investment is continuous and capital is the numeraire, the marginal value of capital is called marginal q. The optimal investment rate is a function of marginal q. When investment is irreversible and there is no depreciation, the optimal time to make each marginal investment is given by the theory of perpetual options. The optimal invesment times can also be calculated by dynamic programming. Fluctuations in marginal q add risk to a firm, compared to reversible investment. The Berk‐Green‐Naik model is an example of a model that relates risk and expected return to size and book‐to‐market by endogenizing investment.

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44

Georgescu, A., C. Rocsoreanu i N. Giurgiteanu. The FitzHugh-Nagumo Model - Bifurcation and Dynamics (MATHEMATICAL MODELLING: THEORY AND APPLICATIONS Volume 10). Springer, 2000.

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45

Monnich, Christina. Tariff Rate Quotas And Their Administration: Theory, Practice And An Econometric Model For The Eu (Schriften Zur Internationalen Entwicklungs- Und Umweltforschung, Bd. 9). Peter Lang Publishing, 2004.

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46

Tariff Rate Quotas And Their Administration: Theory, Practice And An Econometric Model For The Eu (Schriften Zur Internationalen Entwicklungs- Und Umweltforschung, Bd. 9). Peter Lang Publishing, 2004.

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47

Björk, Tomas. Arbitrage Theory in Continuous Time. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198851615.001.0001.

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The fourth edition of this textbook on pricing and hedging of financial derivatives, now also including dynamic equilibrium theory, continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous time arbitrage pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, the book is designed for graduate students in economics and mathematics, and combines the necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter. All concepts and ideas are discussed, not only from a mathematics point of view, but the mathematical theory is also always supplemented with lots of intuitive economic arguments. In the substantially extended fourth edition Tomas Björk has added completely new chapters on incomplete markets, treating such topics as the Esscher transform, the minimal martingale measure, f-divergences, optimal investment theory for incomplete markets, and good deal bounds. There is also an entirely new part of the book presenting dynamic equilibrium theory. This includes several chapters on unit net supply endowments models, and the Cox–Ingersoll–Ross equilibrium factor model (including the CIR equilibrium interest rate model). Providing two full treatments of arbitrage theory—the classical delta hedging approach and the modern martingale approach—the book is written in such a way that these approaches can be studied independently of each other, thus providing the less mathematically oriented reader with a self-contained introduction to arbitrage theory and equilibrium theory, while at the same time allowing the more advanced student to see the full theory in action.

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48

Brigo, Damiano, i Fabio Mercurio. Interest Rate Models Theory and Practice. Springer, 2013.

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49

Interest Rate Models — Theory and Practice. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/978-3-540-34604-3.

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Interest Rate Models — Theory and Practice. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/3-540-34604-x.

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