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2016, Chapman & Hall/CRC financial mathematics series, ISBN 9781482244069, xvi, 506
Book
2005, Clarendon lectures in economics, ISBN 9780199248612, viii, 148
It has long been recognized that productivity growth and the business cycle are closely interrelated. Yet, until recently, the two phenomena have been... 
Endogenous growth (Economics) | Mathematical models | Credit | Business cycles | Economics | Productivity | Financial Development | Credit Constraints | Pecuniary Externalities | Business Cycles | Macroeconomic Volatility | Economic development | Macroeconomics
Book
Journal of Econometrics, ISSN 0304-4076, 2011, Volume 160, Issue 1, pp. 246 - 256
Journal Article
1991, ISBN 9780262192903, xiv, 464
Book
2005, ISBN 0521855241, xv, 595
Economic volatility has come into its own after being treated for decades as a secondary phenomenon in the business cycle literature. This evolution has been... 
Business cycles | Economic development | Financial crises
Book
2011, The Frank J. Fabozzi series, ISBN 0470482354, xx, 384
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy... 
Capital assets pricing model | Mathematical models | Lévy processes | Finance | Probabilities | General | BUSINESS & ECONOMICS
Book
2005, ISBN 0471733873, xxiv, 247
Book
2009, Chapman & Hall/CRC finance series, ISBN 9781420099546, xxix, 621
Book
2005, STU - Student edition, ISBN 0691115370, xv, 525
This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely... 
Capital assets pricing model | Finance | Mathematical models | Finance & Accounting | Economics
Book
1996, ISBN 0125982755, xviii, 485
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and... 
Prices | Continuous time | Mathematical models | Stocks | Finance & Accounting | Investments
Book
Journal of Econometrics, ISSN 0304-4076, 2010, Volume 159, Issue 2, pp. 276 - 288
Journal Article
2009, Wiley finance series, ISBN 047029292X, xvii, 299
The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has... 
Finance | Mathematical models | Derivative securities
Book
2001, OUP Catalogue, ISBN 9780195143300, xix, 245
Introduction Part I. The Structure of Financial Crises 1. Capital Structure and Policy Collapse: The Financial Crisis of the Late 1990s 2. Market Structure... 
Monetary policy | Financial crises | Debts, External | Capital | Loans, Foreign | International finance
Book
The Journal of Finance, ISSN 0022-1082, 2/2006, Volume 61, Issue 1, pp. 259 - 299
Journal Article