Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Author : G. Gregoriou
Publisher : Springer
Total Pages : 206
Release : 2010-11-30
ISBN 10 : 9780230295209
ISBN 13 : 0230295207
Language : EN, FR, DE, ES & NL

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models Book Description:

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 efficiency of markets both theoretically and empirically.

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Language: en
Pages: 206
Authors: G. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2010-11-30 - Publisher: Springer

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it consider
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Language: en
Pages: 640
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons

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Language: en
Pages: 257
Authors: G. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2010-12-13 - Publisher: Springer

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Language: en
Pages: 195
Authors: G. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2010-12-21 - Publisher: Springer

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Language: en
Pages: 196
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Categories: Business & Economics
Type: BOOK - Published: 2010-12-08 - Publisher: Springer

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Language: en
Pages: 268
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Categories: Business & Economics
Type: BOOK - Published: 2012-02-03 - Publisher: Springer Science & Business Media

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Language: en
Pages: 800
Authors: Sergio M. Focardi
Categories: Business & Economics
Type: BOOK - Published: 2004-04-26 - Publisher: John Wiley & Sons

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical top
Modeling Fixed-income Securities and Interest Rate Options
Language: en
Pages: 349
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: Stanford University Press

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Language: en
Pages: 368
Authors: Oldrich A. Vasicek
Categories: Business & Economics
Type: BOOK - Published: 2015-12-14 - Publisher: John Wiley & Sons

The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including
Recent Studies on Risk Analysis and Statistical Modeling
Language: en
Pages: 375
Authors: Teresa A. Oliveira
Categories: Mathematics
Type: BOOK - Published: 2018-08-22 - Publisher: Springer

This book provides an overview of the latest developments in the field of risk analysis (RA). Statistical methodologies have long-since been employed as crucial