Tous les ebooks de R. Pascalau en PDF


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


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...

Parution : 2015-12-26
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
59,99
Télécharger le livre :  Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models


G. Gregoriou , R. Pascalau


This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

Parution : 2010-12-21
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
59,99
Télécharger le livre :  Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures


G. Gregoriou , R. Pascalau


This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the...

Parution : 2010-12-13
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
107,99

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