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: 229
Release: 2015-12-26
Genre: Business & Economics
ISBN: 0230295207


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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: 229
Authors: G. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2015-12-26 - Publisher: Springer

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This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it consider
Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Dynamic Term Structure Modeling
Language: en
Pages: 722
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons

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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
Financial Econometrics, Mathematics and Statistics
Language: en
Pages: 655
Authors: Cheng-Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2019-06-03 - Publisher: Springer

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This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial resea
Mathematical Models of Financial Derivatives
Language: en
Pages: 541
Authors: Yue-Kuen Kwok
Categories: Mathematics
Type: BOOK - Published: 2008-07-10 - Publisher: Springer Science & Business Media

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This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de