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Télécharger le livre : Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
G. Gregoriou , R. Pascalau
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the...
Editeur : Palgrave Macmillan
Parution : 2015-12-26

Format(s) : PDF
52,74 €
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Télécharger le livre : Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
G. Gregoriou , R. Pascalau
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Editeur : Palgrave Macmillan
Parution : 2010-12-21

Format(s) : PDF
52,74 €
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Télécharger le livre : Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
G. Gregoriou , R. Pascalau
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the...
Editeur : Palgrave Macmillan
Parution : 2010-12-13

Format(s) : PDF
94,94 €
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