Cantitate/Preț
Produs

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

Editat de G. Gregoriou, R. Pascalau
en Limba Engleză Hardback – 30 noi 2010
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.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (2) 37430 lei  43-57 zile
  Palgrave Macmillan UK – 2011 37430 lei  43-57 zile
  Palgrave Macmillan UK – 2011 62729 lei  43-57 zile
Hardback (2) 37787 lei  43-57 zile
  Palgrave Macmillan UK – 30 noi 2010 37787 lei  43-57 zile
  Palgrave Macmillan UK – 14 dec 2010 62952 lei  43-57 zile

Preț: 37787 lei

Nou

Puncte Express: 567

Preț estimativ în valută:
7232 7512$ 6007£

Carte tipărită la comandă

Livrare economică 03-17 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9780230283633
ISBN-10: 0230283632
Pagini: 206
Ilustrații: XXIII, 206 p.
Dimensiuni: 140 x 216 x 20 mm
Greutate: 0.36 kg
Ediția:2011
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Locul publicării:London, United Kingdom

Cuprins

PART I: DERIVATIVES PRICING AND HEDGE FUNDS The Operation of Hedge Funds - Econometric Evidence, Dynamic Modeling and Regulatory Tasks; W.Semmler & R.Chappe Inferring Risk-Averse Probability Distributions from Option Prices using Implied Binomial Trees; T.Arnold, T.Falcon Crack & A.Schwartz Pricing the Derivatives of Derivatives using Toxic Assets as an Example; C.V.Currie A General Efficient Framework For Pricing Options Using Exponential Time Integration Schemes; M.Bhuruth, R.Boojhawon, A.Gopaul & Y.Desire Tangman GARCH;  R.Pascalau, C.Thomann & G.N.Gregoriou Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case; M.El-Hedi Arouri & F.Jawadi PART II: TERM STRUCTURE MODELS Latent Factors of the Term Structure: a Macroeconomic Interpretation of Curvature; M.Modena The Econometrics of Testing for Efficiency in the Financial Markets; A.Hughes Hallett & C.Richter Interest Rate Models: Continuous and Discrete Time; C.-Y. Hsiao & W.Semmler Does the Expectations Hypothesis Hold in Emerging Markets? An Application to the Middle East Treasury Securities; S.Hakim & S.Neave

Notă biografică

TOM ARNOLD Associate Professor at the Robins School of Business at the University of Richmond, USAMUDDUN BHURUTH Professor of Computational Mathematics in the Department of Mathematics at the University of MauritiusRAVINDRA BOOJHAWON Senior Lecturer in the Department of Mathematics at the University of MauritiusRAPHAELE CHAPPEADAM CLEMENTS Queensland University of Technology, USATIMOTHY FALCON CRACK Chair in Finance at Otago University, New ZealandCAROLYN V. CURRIE member of the Association of Certified Practising Accountants, the Chartered Secretaries Association, and a Fellow of Finsia, a merger of the Australian Institute of Banking and Finance and the Securities Institute, AustraliaASHVIN GOPAUL Associate Professor of Mathematics in the Department of Mathematics at the University of MauritiusSAM HAKIM adjunct professor of Finance at Pepperdine University in Malibu, California, USAANDREW HUGHES HALLETT Professor of Economics and Public Policy in the School of Public Policy at George Mason University, USACHIH-YING HSIAO Research Associate on the project 'Assessing and Estimating Credit Risk' at University of Technology Sydney, AustraliaA. STAN HURN Professor in the School of Economics and Finance at Queensland University of Technology, AustraliaKENNETH LINDSAY Professor of Applied Mathematics at the Department of Mathematics at the University of Glasgow, UKMATTEO MODENA PhD student in Economics at the University of Glasgow, UKSIMON NEAVE Professorand Chair of the Department of Economics, American University of Beirut, LebanonCHRISTIAN RICHTER Senior Lecturer in Economics at the School of Economics, Kingston University, UKADAM SCHWARTZ Associate Professor at the Williams School of Commerce, Economics, and Politics at Washington and Lee University, USAWILLI SEMMLER Professor at the Department of Economics at The New School, New York, USAYANNICK DESIRE TANGMAN PhD student in Mathematics at the University of MauritiusCHRISTIAN THOMANN Senior Research Fellow at the Center for Risk and Insurance at the Leibniz University in Hannover, Germany