Insert here your own graphics (contents.tex)
Impressum
11 Introduction: Definitions and Concepts
11.1 Certain Definitions
11.2 Statistical Analysis of German Stock Returns
11.3 Expectations and Efficient Markets
11.4 Econometric Models: A Brief Summary
11.4.1 Stock Prices: the CAPM
11.4.2 Exchange Rate: Theory of the Interest Rate Parity
11.4.3 Term Structure: The Cox-Ingersoll-Ross Model
11.4.4 Options: The Black-Scholes Model
11.4.5 The Market Price of Risk
11.5 The Random Walk Hypothesis
11.6 Unit Root Tests
11.7 Recommended Literature