عنوان
پدید آورنده
موضوع
رده
HB141 .F54 2011
HB141
.
F54
2011
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0230283632
(Number (ISBN
9780230283633
NATIONAL BIBLIOGRAPHY NUMBER
Number
b735646
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Financial econometrics modeling :
General Material Designation
[Book]
Other Title Information
derivatives pricing, hedge funds and term structure models /
First Statement of Responsibility
edited by Greg N. Gregoriou and Razvan Pascalau.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Palgrave Macmillan,
Date of Publication, Distribution, etc.
2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxiii, 206 pages :
Other Physical Details
illustrations ;
Dimensions
23 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
SUMMARY OR ABSTRACT
Text of Note
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. This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, the book considers new models for hedge funds and derivatives of derivatives, shows how to use option prices to infer about risk-averse probability distributions, and adds to the literature of testing for the efficiency of markets both theoretically and empirically. The empirical applications concern examples to both developed and emerging financial markets. In addition, the book proposes a new general efficient framework for pricing options using time integration schemes and highlights nonlinear financial integration modeling. Finally, the book provides a macroeconomic interpretation of the curvature using latent factors of the term structure.
TOPICAL NAME USED AS SUBJECT
Econometrics.
Finance-- Mathematical models.
Financial risk management-- Mathematical models.
Econometrics.
Econométrie.
Ekonometri.
Finance-- Mathematical models.
Finanzierung
Fonds spéculatif.
Marché financier.
Modèles économétriques.
Ökonometrisches Modell
Riskhantering-- matematiska modeller.
DEWEY DECIMAL CLASSIFICATION
Number
332
.
015195
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB141
Book number
.
F54
2011
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Gregoriou, Greg N.,1956-
Pascalau, Razvan.
ORIGINATING SOURCE
Date of Transaction
20201203190305.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
