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The term structure of equity premia in an affine arbitrage-free model PDF

47 Pages·2009·1.06 MB·English
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by Unknow| 2009| 47 pages| 1.06| English

About The term structure of equity premia in an affine arbitrage-free model

It does so by pricing bonds and stocks in a joint arbitrage-free . uation framework with closed-form affine solutions for bond yields and stock returns. It.

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Author:Unknown
Publication Year:2009
Pages:47
Language:English
File Size:1.06
Format:PDF
Price:FREE
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