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Books on the topic 'Dynamic Pricing Models'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

Christ, Steffen. Operationalizing Dynamic Pricing Models. Gabler, 2011. http://dx.doi.org/10.1007/978-3-8349-6184-6.

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2

Lehmann, Bruce N. Notes on dynamic factor pricing models. National Bureau of Economic Research, 1991.

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3

Hodrick, Robert J. An international dynamic asset pricing model. National Bureau of Economic Research, 1999.

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4

F, Gallmeyer Michael, and National Bureau of Economic Research., eds. Arbitrage-free bond pricing with dynamic macroeconomic models. National Bureau of Economic Research, 2007.

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5

Caballero, Ricardo J. Heterogeneity and output fluctuations in a dynamic menu-cost economy. National Bureau of Economic Research, 1991.

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6

Hu, Sheng C. Optimal advertising pricing policies in a mature market: A dynamic duopoly model. Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1989.

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7

Semmler, Willi. Asset prices, booms and recessions: Financial economics from a dynamic perspective. 3rd ed. Springer, 2011.

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8

Duffie, Darrell. Dynamic asset pricing theory. 2nd ed. Princeton University Press, 1996.

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9

Duffie, Darrell. Dynamic asset pricing theory. 3rd ed. Princeton University Press, 2001.

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10

Schulz, Paul E., Paul E. Schulz, and Barbara P. Hoffmann. Financial asset pricing: Theory, global policy and dynamics. Nova Science Publishers, 2010.

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11

Altug, Sumru. Asset pricing for dynamic economies. Cambridge University Press, 2008.

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12

Altug, Sumru. Asset pricing for dynamic economies. Cambridge University Press, 2008.

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13

Hanson, Ward A. The dynamics of cost plus pricing. Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

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14

Carlson, Murray. Equilibrium exhaustible resource price dynamics. National Bureau of Economic Research, 2006.

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15

Lattin, James M. The dynamics of consumer response to price discounts. Marketing Science Institute, 1988.

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16

Schulz, Paul E. Financial asset pricing: Theory, global policy and dynamics. Nova Science Publishers, 2010.

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17

Sbordone, A. M. Do expected future marginal costs drive inflation dynamics? Federal Reserve Bank of New York, 2005.

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18

Campbell, John Y. Where do betas come from?: Asset price dynamics and the sources of systematic risk. National Bureau of Economic Research, 1993.

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19

Nielsen, Lars Tyge. Exchange rate and term structure dynamics and the pricing of derivative securities. INSEAD, 1992.

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20

Thorsten, Hens, and Schenk-Hoppe Klaus Reiner, eds. Handbook of financial markets: Dynamics and evolution. North Holland, 2009.

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21

Betts, Caroline. Exchange rate dynamics and international transmission in a model of pricing-to-market. University of British Columbia, Dept. of Economics, 1995.

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22

Lo. Dynamic Asset Pricing Models. Elgar Publishing Limited, Edward, 2007.

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23

Back, Kerry E. Dynamic Asset Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0010.

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The distinction between conditional and unconditional factor pricing models is explained. The conditional CAPM implies that unconditional risk premia are linear in the expected beta and the beta of the beta. The CCAPM and ICAPM are derived as approximate relations in discrete time. Testing conditional models is equivalent to unconditional tests of pricing for managed portfolios. The Gordon growth model is derived, assuming that dividend growth and the single‐period SDF are IID over time. The equity premium and risk‐free rate puzzles are derived from the Gordon growth model with a CRRA investor

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24

Singleton, Kenneth J., and Kenneth J. J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. Princeton University Press, 2009.

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25

Singleton, Kenneth J. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. Princeton University Press, 2006.

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26

Christ, Steffen. Operationalizing Dynamic Pricing Models: Bayesian Demand Forecasting and Customer Choice Modeling for Low Cost Carriers. Westdeutscher Verlag GmbH, 2011.

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27

Operationalizing Dynamic Pricing Models Bayesian Demand Forecasting And Customer Choice Modeling For Low Cost Carriers. Gabler Verlag, 2011.

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28

Duffie, Darrell. Dynamic Asset Pricing Theory. Princeton University Press, 2010.

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29

Dynamic Asset Pricing Theory. Princeton University Press, 2001.

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30

Dynamic asset pricing theory. Princeton University Press, 1992.

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31

Altug, Sumru, and Pamela Labadie. Asset Pricing for Dynamic Economies. Cambridge University Press, 2010.

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32

Altug, Sumru, and Pamela Labadie. Asset Pricing for Dynamic Economies. Cambridge University Press, 2008.

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33

Altug, Sumru, and Pamela Labadie. Asset Pricing for Dynamic Economies. Cambridge University Press, 2008.

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34

Altug, Sumru, and Pamela Labadie. Asset Pricing for Dynamic Economies. Cambridge University Press, 2008.

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35

Asset Pricing for Dynamic Economies. Cambridge University Press, 2008.

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36

Empirical dynamic asset pricing: Model specification and econometric assessment. Princeton University Press, 2005.

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37

Asset price dynamics, volatility, and prediction. Princeton University Press, 2005.

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38

Asset Pricing for Dynamic Economics: Volume 0, Part 0. Cambridge University Press, 2008.

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39

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 prese

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40

Fernández-Villaverde, Jesús, Pablo Guerrón-Quintana, and Juan Rubio-Ramírez. Futures markets, Bayesian forecasting and risk modelling. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.14.

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This article demonstrates the utility of the Bayesian approach in forecasting and risk modelling regarding speculative trading strategies in financial futures markets. It first provides an overview of subjective expectations that are motivated as fair prices of futures contracts before discussing the futures markets and a portfolio mean-variance efficiency generalization. In particular, it considers the critical role of hedging to ensue attractive risk-adjusted performance. It also describes general Bayesian dynamic models and specific Bayesian dynamic linear models for assessing risk models i

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41

Labadie, Pamela, Sumru Altug, and Jagjit Chadha. Asset Pricing for Dynamic Economics: Volume 0, Part 0. Cambridge University Press, 2008.

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42

Poncet, Patrice, and Abraham Lioui. Dynamic Asset Allocation with Forwards and Futures. Springer London, Limited, 2005.

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43

Tuite, Cl´ıodhna, Michael O’Neill, and Anthony Brabazon. Economic and Financial Modeling with Genetic Programming. Edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.10.

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This chapter focuses on genetic programming (GP), a stochastic optimization and model induction technique. An advantage of GP is that the modeler need not select the exact parameters to be used in the model beforehand. Rather, GP can effectively search a complex model space defined by a set of building blocks specified by the modeler. This flexibility has allowed GP to be used for many applications. The chapter reviews some of the most significant developments using GP: forecasting, stock selection, derivative pricing and trading, bankruptcy and credit risk assessment, and agent-based and econ

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44

Godwin, Dr Suma, Dr R. Margaret Selvi, and Dr A. Amali Vinupriyadharshini. PRINCIPLES OF MARKETING. Magestic Technology Solutions (P) Ltd, Chennai, Tamil Nadu, India, 2024. http://dx.doi.org/10.47716/978-93-92090-66-0.

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Abstract This textbook, Principles of Marketing, offers an in-depth exploration of fundamental and modern marketing concepts designed to make learning accessible to students at various levels. It covers essential topics such as market segmentation, consumer behavior, product development, pricing strategies, promotions, distribution channels, and competitive analysis. Emphasizing both theoretical frameworks and real-world applications, the book integrates modern trends like digital marketing, e-marketing, and ethical considerations in global markets. Through practical examples, case studies, an

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45

Semmler, Willi. Asset Prices, Booms and Recessions: Financial Economics from a Dynamic Perspective. Springer, 2014.

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46

Jawadi, Fredj, Mohamed El Hedi Arouri, and Duc Khuong Nguyen. The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications. Physica, 2010.

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