دانلود کتاب تئوری و اقتصاد سنجی قیمت گذاری دارایی های مالی

This book is pedagogical in nature and will provide a firm foundation in the understanding of financial economics applied to asset pricing. The covered materials include analyses of stocks, bonds, futures, and options. Existing highly cited finance models are explained and useful references are provided. The discussion of theory is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Linear regression methods and some nonlinear methods are covered. The contribution of this book, and at the same time, its novelty, is in synergistically employing materials in probability theory, economics optimization, econometrics, and data analyses together to provide for rigorous learning in investment and empirical finance. This book is written at a level that is academically rigorous for masters level as well as advanced undergraduate courses in finance, financial econometrics, and quantitative finance. It is also useful for finance and banking professionals who wish to better equip themselves.