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EbookBell Team
4.4
92 reviews
ISBN 10: 0230283632
ISBN 13: 978-0230283633
Author: G. Gregoriou, R. Pascalau
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.
Front Matter
Derivatives Pricing and Hedge Funds
The Operation of Hedge Funds: Econometric Evidence, Dynamic Modeling, and Regulatory Perspectives
Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees
Pricing Toxic Assets
A General Efficient Framework for Pricing Options Using Exponential Time Integration Schemes
Unconditional Mean, Volatility, and the FOURIER-GARCH Representation
Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case
Term Structure Models
A Macroeconomic Analysis of the Latent Factors of the Yield Curve: Curvature and Real Activity
On the Efficiency of Capital Markets: An Analysis of the Short End of the UK Term Structure
Continuous and Discrete Time Modeling of Short-Term Interest Rates
Testing the Expectations Hypothesis in the Emerging Markets of the Middle East: An Application to Egyptian and Lebanese Treasury Securities
Back Matter
financial econometrics modeling
financial econometrics from basics to advanced modeling techniques
applied financial econometrics and data modeling
the econometrics of financial duration modeling
financial econometrics models and methods
what is a financial model
Tags: G Gregoriou, R Pascalau, Financial Econometrics, Modeling, Derivatives Pricing, Hedge Funds, Term Structure Models
